Surface measures and initial boundary value problems generated by diffusions with drift

DOI10.1134/S1064562407040321zbMath1156.58014OpenAlexW1976061712MaRDI QIDQ2377534

O. G. Smolyanov, Heinrich von Weizsäcker, Olaf Wittich

Publication date: 19 January 2009

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562407040321

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (13)

Feynman description of the one-dimensional dynamics of particles whose masses piecewise continuously depend on coordinates ⋮ Hamiltonian Feynman-Kac and Feynman formulae for dynamics of particles with position-dependent mass ⋮ LAGRANGIAN AND HAMILTONIAN FEYNMAN FORMULAE FOR SOME FELLER SEMIGROUPS AND THEIR PERTURBATIONS ⋮ Regularization of Schrödinger groups and semigroups ⋮ Feynman formula for a class of second-order parabolic equations in a bounded domain ⋮ LAGRANGIAN FEYNMAN FORMULAS FOR SECOND-ORDER PARABOLIC EQUATIONS IN BOUNDED AND UNBOUNDED DOMAINS ⋮ Feynman formulae and phase space Feynman path integrals for tau-quantization of some Lévy-Khintchine type Hamilton functions ⋮ Feynman formulas generated by self-adjoint extensions of the Laplacian ⋮ О точности разностной схемы для уравнений Навье - Стокса ⋮ Brownian motion on a manifold as a limit of Brownian motions with drift ⋮ Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations ⋮ Feynman formulas and path integrals for some evolution semigroups related to \(\tau\)-quantization ⋮ Feynman formulas for solutions of evolution equations on ramified surfaces

Cites Work

• Unnamed Item
• The surface limit of Brownian motion in tubular neighborhoods of an embedded Riemannian manifold.
• Brownian motion on an embedded manifold as the limit of Brownian motions with reflection in its tubular neighborhoods.
• Strong magnetic fields, Dirichlet boundaries, and spectral gaps
• Realizing holonomic constraints in classical and quantum mechanics

This page was built for publication: Surface measures and initial boundary value problems generated by diffusions with drift