Direct and inverse Kolmogorov equations for the stochastic Schrödinger equation (Q5960265)
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scientific article; zbMATH DE number 1727668
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English | Direct and inverse Kolmogorov equations for the stochastic Schrödinger equation |
scientific article; zbMATH DE number 1727668 |
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Direct and inverse Kolmogorov equations for the stochastic Schrödinger equation (English)
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14 April 2002
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For the stochastic Schrödinger equation \[ id\psi = (-\Delta/2 - i\lambda/4\|q\|^2+V(q))\psi dt + i\sqrt{\lambda/2}q\psi dB\tag{1} \] the direct and inverse Kolmogorov equation is discussed. The author presents the representation of solution to equation (1) by means of the Feynman integral, and the direct and inverse Kolmogorov equations are deduced. For the proof of the main theorems the Ito formulas are applied.
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stochastic Schrödinger equation
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Kolmogorov equations
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