Diffusions with singular drift related to wave functions

DOI10.1007/BF01195885zbMath0791.60066MaRDI QIDQ1326337

Robert Aebi

Publication date: 7 July 1994

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

zbMATH Keywords

Wiener measure; Schrödinger equations; Feynman-Kac integral; diffusion equation with singular creation and killing term; Maruyama's drift transformation; Nagasawa's multiplicative functional

Mathematics Subject Classification ID

60J60: Diffusion processes

58J65: Diffusion processes and stochastic analysis on manifolds

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)

Related Items

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, On Stochastic Differential Equations with Locally Unbounded Drift

Cites Work

• Conservative diffusions
• Tightness results for laws of diffusion processes application to stochastic mechanics
• Diffusion processes with singular drift fields
• Transformations of diffusion and Schrödinger processes
• Large deviations and the propagation of chaos for Schrödinger processes
• Itô's formula for non-smooth functions
• Schrödinger semigroups
• SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
• NOTES ON TRANSFORMATIONS OF MARKOV PROCESSES CONNECTED WITH MULTIPLICATIVE FUNCTIONALS
• On a Formula Concerning Stochastic Differentials
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