Conservative diffusions (Q762837)

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scientific article; zbMATH DE number 3890471
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    Conservative diffusions
    scientific article; zbMATH DE number 3890471

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      Conservative diffusions (English)
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      1984
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      This paper treats a mathematical problem arising in Nelson's stochastic mechanics; the main result is an existence and uniqueness theorem for diffusions with extremely singular coefficients. The method of proof is based on several energy integral estimates derived here, and it can be considered as a time dependent generalization of the Dirichlet form method of constructing symmetric diffusion processes. Further discussion and a cleaner proof that the path space measures constructed here are actually the laws of diffusion processes with the formally correct generator may be found in the author's contribution to the BiBoS I symposium proceedings, to appear in Springer Lecture Notes in Mathematics.
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      Nelson's stochastic mechanics
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      Dirichlet form
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      symmetric diffusion processes
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