On a certain class of two-sided continuous local semimartingales: Toward a sample-wise characterization of the Nelson process

DOI10.1063/1.525567zbMath0487.60057OpenAlexW2005330882MaRDI QIDQ3948404

Kunio Yasue

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1063/1.525567

zbMATH Keywords

stochastic calculus of variationscontinuous local semimartingalesNelson process

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic mechanics (including stochastic electrodynamics) (81P20) Stochastic analysis (60H99)

Related Items

Maupertuis’ principle of least action in stochastic calculus of variations, Noether’s theorem in symmetric stochastic calculus of variations, Stochastic dynamics: A review of stochastic calculus of variations, A cinematic study of quantum kinematics, Stochastic processes of a quantum state

Cites Work

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