A variational characterization of Langevin$\mathit{-}$Smoluchowski diffusions

We show that Langevin$-$Smoluchowski measure on path space is invariant under time-reversal, followed by stochastic control of the drift with a novel entropic-type criterion. Repeated application of these forward-backward steps leads to a sequence of stochastic control problems, whose initial/terminal distributions converge to the Gibbs probability measure of the diffusion, and whose values decrease to zero along the relative entropy of the Langevin$-$Smoluchowski flow with respect to this Gibbs measure.