Phase space transformations of Gaussian diffusions (Q1288462)
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scientific article; zbMATH DE number 1286662
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Phase space transformations of Gaussian diffusions |
scientific article; zbMATH DE number 1286662 |
Statements
Phase space transformations of Gaussian diffusions (English)
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11 November 1999
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diffusion processes
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Feynman-Kac formula
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Girsanov formula
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heat equation
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potential
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constant of motion
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symplectic transformation
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Liouville integrability
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Gaussian diffusions
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Wronskian determinant
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0.88861966
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0.8754697
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0.87439317
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0.87371165
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0.8699884
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