Stochastic calculus on distorted Brownian motion

DOI10.1063/1.528174zbMath0636.60055OpenAlexW2011804961MaRDI QIDQ3776320

Dražen Pantić

Publication date: 1988

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.528174

zbMATH Keywords

Cauchy problemBrownian motionMalliavin's calculusSchrödinger dynamicslocal Dirichlet forms

Mathematics Subject Classification ID

Brownian motion (60J65) Random operators and equations (aspects of stochastic analysis) (60H25) Schrödinger operator, Schrödinger equation (35J10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic mechanics (including stochastic electrodynamics) (81P20)

Related Items (3)

Stochastic calculus and Schrödinger semigroups admitting a ground state ⋮ On the stochastic regularity of distorted Brownian motions ⋮ Perturbation of Dirichlet forms --- lower semiboundedness, closability, and form cores

Cites Work

• A path space picture for Feynman-Kac averages
• Energy forms, Hamiltonians, and distorted Brownian paths

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