Dynamics and kinematics of reciprocal diffusions

DOI10.1063/1.530141zbMath0773.60097OpenAlexW2000269745MaRDI QIDQ4201740

Bernard C. Levy, Arthur J. Krener

Publication date: 6 September 1993

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

Full work available at URL: https://doi.org/10.1063/1.530141

zbMATH Keywords

Green's functionquantum diffusionsdynamics and kinematics of reciprocal diffusions

Mathematics Subject Classification ID

Related Items (10)

Reciprocal classes of random walks on graphs ⋮ Reciprocal class of jump processes ⋮ Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges ⋮ Characterization of multivariate stationary Gaussian reciprocal diffusions ⋮ Extremal flows in Wasserstein space ⋮ A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost ⋮ A new formulation of stochastic mechanics ⋮ Nearest-neighbour modelling of reciprocal chains ⋮ Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts ⋮ Discrete-time classical and quantum Markovian evolutions: Maximum entropy problems on path space

Cites Work

• An automorphism of product measures
• Transformations of diffusion and Schrödinger processes
• The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process
• A simplified variational characterization of Schrödinger processes
• Gaussian reciprocal processes and self-adjoint stochastic differential equations of second order
• Variational processes and stochastic versions of mechanics
• Reciprocal diffusions and stochastic differential equations of second order^∗
• DIFFUSION PROCESSES AND RIEMANNIAN GEOMETRY
• [https://portal.mardi4nfdi.de/wiki/Publication:4140092 The Markov processes of Schr�dinger]
• Fluctuations and Irreversible Processes

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