Phase space transformations of Gaussian diffusions
type: Item
instance of: scholarly article
title: Phase space transformations of Gaussian diffusions
zbMATH Open document ID: 0924.58112
DOI: 10.1023/A:1008639113060
author: Augusto Brandão
author: Torbjoern Kolsrud
published in: Potential Analysis
publication date: 1999-11-11T00:00:00Z
Mathematics Subject Classification ID: 58J70
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 58J65
Mathematics Subject Classification ID: 70G10
Mathematics Subject Classification ID: 70H33
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 81S30
zbMATH DE Number: 1286662
zbMATH Keywords: diffusion processes
zbMATH Keywords: Feynman-Kac formula
zbMATH Keywords: Girsanov formula
zbMATH Keywords: heat equation
zbMATH Keywords: potential
zbMATH Keywords: constant of motion
zbMATH Keywords: symplectic transformation
zbMATH Keywords: Liouville integrability
zbMATH Keywords: Gaussian diffusions
zbMATH Keywords: Wronskian determinant
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1286662