Diffusions with singular drift related to wave functions

DOI10.1007/BF01195885MaRDI QIDQ1326337zbMATH OpenFDO

Authors Robert Aebi

Publication date 7 July 1994

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01195885

zbMATH Keywords

diffusion equation with singular creation and killing termFeynman-Kac integralMaruyama's drift transformationNagasawa's multiplicative functionalSchrödinger equationsWiener measure

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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Cited in

(17)

• Diffusion processes with singular drift fields
• Transformations of diffusion and Schrödinger processes
• Large deviations and the propagation of chaos for Schrödinger processes
• Schrödinger's time-reversal of natural laws
• A solution to Schrödinger's problem of nonlinear integral equations
• Time reversal of Markov processes and relativistic quantum theory
• On the locality of hidden-variable theories in quantum physics
• Propagation of chaos in entropy
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• AN ALTERNATIVE REPRESENTATION OF DIFFUSIONS BASED ON TIME-REVERSIBILITY
• Diffusion with irregular drift in a Hilbert space

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