On Nelson processes with boundary condition

DOI10.2969/JMSJ/04220193zbMath0686.60101OpenAlexW2064863600MaRDI QIDQ1262630

Minoru W. Yoshida

Publication date: 1990

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/04220193

zbMATH Keywords

stochastic differential equationSchrödinger equationsmartingaleNelson's stochastic mechanicsconservative diffusions with reflectionMarkovian propagator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic mechanics (including stochastic electrodynamics) (81P20)

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