Phase space transformations of Gaussian diffusions

DOI10.1023/A:1008639113060zbMath0924.58112MaRDI QIDQ1288462

Augusto Brandão, Torbjoern Kolsrud

Publication date: 11 November 1999

Published in: Potential Analysis (Search for Journal in Brave)

zbMATH Keywords

potentialheat equationdiffusion processesGirsanov formulaFeynman-Kac formulaLiouville integrabilityconstant of motionWronskian determinantsymplectic transformationGaussian diffusions

Mathematics Subject Classification ID

Gaussian processes (60G15) Diffusion processes (60J60) Phase-space methods including Wigner distributions, etc. applied to problems in quantum mechanics (81S30) Invariance and symmetry properties for PDEs on manifolds (58J70) Diffusion processes and stochastic analysis on manifolds (58J65) Symmetries and conservation laws, reverse symmetries, invariant manifolds and their bifurcations, reduction for problems in Hamiltonian and Lagrangian mechanics (70H33) Generalized coordinates; event, impulse-energy, configuration, state, or phase space for problems in mechanics (70G10)

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