Stochastic Bäcklund Transformations

DOI10.1007/978-3-319-18585-9_20zbMath1338.37101arXiv1403.5709OpenAlexW2222229526MaRDI QIDQ2798591

Neil O'Connell

Publication date: 13 April 2016

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.5709

Mathematics Subject Classification ID

Diffusion processes (60J60) Lie-Bäcklund and other transformations for infinite-dimensional Hamiltonian and Lagrangian systems (37K35) Random dynamical systems (37H99)

Related Items (2)

Quantum variational principle and quantum multiform structure: the case of quadratic Lagrangians ⋮ Interacting diffusions on positive definite matrices

Uses Software

• DLMF

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• KPZ line ensemble
• Directed polymers and the quantum Toda lattice
• Geometric RSK and the Toda lattice
• A multi-layer extension of the stochastic heat equation
• Theory of nonlinear lattices
• A new method for the investigation of arithmetical properties of analytic functions
• Martingale problems for conditional distributions of Markov processes
• Further exponential generalization of Pitman's \(2M-X\) theorem
• A product formula for the eigenfunctions of a quartic oscillator
• Kernel functions and Bäcklund transformations for relativistic Calogero-Moser and Toda systems
• Equivalence of Stochastic Equations and Martingale Problems
• On a Gauss-Givental representation of quantum Toda chain wave function
• The analogue of the Backlund transformation for integrable many-body systems
• On Bäcklund transformations for many-body systems
• The periodic Toda chain and a matrix generalization of the Bessel function recursion relations
• One-dimensional Brownian motion and the three-dimensional Bessel process
• On Some Periodic Toda Lattices
• A version of Pitman's 2M — X theorem for geometric Brownian motions
• Markov functions

This page was built for publication: Stochastic Bäcklund Transformations