Diffusions with singular drift related to wave functions

DOI10.1007/BF01195885zbMath0791.60066MaRDI QIDQ1326337

Robert Aebi

Publication date: 7 July 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Wiener measureSchrödinger equationsFeynman-Kac integraldiffusion equation with singular creation and killing termMaruyama's drift transformationNagasawa's multiplicative functional

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (7)

Propagation of chaos in entropy ⋮ Schrödinger's time-reversal of natural laws ⋮ A solution to Schrödinger's problem of nonlinear integral equations ⋮ Time reversal of Markov processes and relativistic quantum theory ⋮ On the locality of hidden-variable theories in quantum physics ⋮ Large deviations and the propagation of chaos for Schrödinger processes ⋮ On Stochastic Differential Equations with Locally Unbounded Drift

Cites Work

• Conservative diffusions
• Tightness results for laws of diffusion processes application to stochastic mechanics
• Diffusion processes with singular drift fields
• Transformations of diffusion and Schrödinger processes
• Large deviations and the propagation of chaos for Schrödinger processes
• Itô's formula for non-smooth functions
• Schrödinger semigroups
• SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
• NOTES ON TRANSFORMATIONS OF MARKOV PROCESSES CONNECTED WITH MULTIPLICATIVE FUNCTIONALS
• On a Formula Concerning Stochastic Differentials
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