Schrödinger conditional brownian motion and stochastic calculus of variations

DOI10.1080/17442508608833397zbMath0601.60079OpenAlexW2013448117MaRDI QIDQ3736659

Zhongxin Zhao

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833397

zbMATH Keywords

Schrödinger equationstochastic calculus of variationsstochastic optimal control problemSchrödinger conditional Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (2)

Killed diffusions and their conditioning ⋮ A simplified variational characterization of Schrödinger processes

Cites Work

• Stochastic calculus of variations and mechanics
• Exit probabilities and optimal stochastic control
• Schrödinger semigroups
• Conditional gauge with unbounded potential
• Brownian motion and harnack inequality for Schrödinger operators
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