Transformations of diffusion and Schrödinger processes

DOI10.1007/BF00340014zbMath0666.60073MaRDI QIDQ1116549

Masao Nagasawa

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

singular perturbationsmultiplicative functionalsFeynman-Kac theoremdiffusion equation with singular potentialsDoob's space-time harmonic transformation

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Diffusion processes (60J60) Stochastic mechanics (including stochastic electrodynamics) (81P20)

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