Variational processes and stochastic versions of mechanics
From MaRDI portal
Publication:3761434
DOI10.1063/1.527002zbMath0623.60102OpenAlexW2143588546MaRDI QIDQ3761434
Publication date: 1986
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1063/1.527002
consistency conditionsemimartingaleSchrödinger systemstochastic mechanicsBernstein processesbackward transition densityforward transition
Diffusion processes (60J60) Path integrals in quantum mechanics (81S40) Hamilton's principle (70H25) Transition functions, generators and resolvents (60J35)
Related Items
Second order stochastic differential equations and non-Gaussian reciprocal diffusions, Stochastic geometric mechanics in nonequilibrium thermodynamics: Schrödinger meets Onsager *, Reciprocal class of jump processes, Symmetry of stochastic non-variational differential equations, Time-symmetric optimal stochastic control problems in space-time domains, The Burgers equations and the Born rule, On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint, QUANTUM CHRONOTOPOLOGY AND TIME ASYMMETRY IN FIELD THEORY, Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges, A Probabilistic Deformation of Calculus of Variations with Constraints, A weak approach to the stochastic deformation of classical mechanics, An introduction to the semiclassical limit of Euclidean quantum mechanics, Stochastic Euler-Poincaré reduction, Transformations of diffusion and Schrödinger processes, Extremal flows in Wasserstein space, Some problems associated with Donsker-Varadhan processes, Gaussian reciprocal processes and self-adjoint stochastic differential equations of second order, Introducing randomness into first-order and second-order deterministic differential equations, A survey of the Schrödinger problem and some of its connections with optimal transport, Entropy chaos and Bose-Einstein condensation, About the analogy between optimal transport and minimal entropy, A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost, Rotational diffusions as seen by relativistic observers, Traversing the Schrödinger bridge strait: Robert Fortet's marvelous proof redux, A kernel formula for regularized Wasserstein proximal operators, Some Connections Between Stochastic Mechanics, Optimal Control, and Nonlinear Schrödinger Equations, The dynamical Schrödinger problem in abstract metric spaces, On the integration of Ito equations with a random or a W-symmetry, Time Reversal of diffusion processes under a finite entropy condition, Heat release by controlled continuous-time Markov jump processes, From second-order differential geometry to stochastic geometric mechanics, Gauge transformations in stochastic geometric mechanics, The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities, Unnamed Item, An optimal transport approach for the Schrödinger bridge problem and convergence of Sinkhorn algorithm, Hopf-Cole transformation via generalized Schrödinger bridge problem, Reciprocal processes. A measure-theoretical point of view, Drifts versus forces: The Ehrenfest theorem for Markovian diffusions, Reciprocal diffusions and stochastic differential equations of second order∗, Differentiable approximation of diffusion equations driven by \(\alpha\)-stable Lévy noise, The Schrödinger problem on the non-commutative Fisher-Rao space, Sufficiency conditions for existence of an optimal feedback control in stochastic mechanics, On extremals of the entropy production by ‘Langevin–Kramers’ dynamics, A stochastic Burgers-Zeldovich model for the formation of planetary ring systems and the satellites of Jupiter and Saturn, Specificity of the Schrödinger equation, Bernstein diffusions for a class of linear parabolic partial differential equations, Variational principle for stochastic mechanics based on information measures, Indeterminacy relations in random dynamics, Euclidean quantum mechanics in the momentum representation, A simplified variational characterization of Schrödinger processes, An intrinsic calculus of variations for functionals of laws of semi-martingales, Non-negative Feynman–Kac kernels in Schrödinger’s interpolation problem, Quantum cybernetics: a new perspective for Nelson's stochastic theory, nonlocality, and the Klein-Gordon equation, Symplectic structure for Gaussian diffusions, Cauchy noise and affiliated stochastic processes, On the Existence of a Scalar Pressure Field in the Brödinger Problem, Small noise limit and convexity for generalized incompressible flows, Schrödinger problems, and optimal transport, Semiclassical stochastic mechanics for the Coulomb potential with applications to modelling dark matter, Schrödinger processes and large deviations, On Bernstein processes generated by hierarchies of linear parabolic systems in \(\mathbb{R}^d\), Forward-Backward Stochastic Differential Equations Generated by Bernstein Diffusions, Time reversal of Markov processes with jumps under a finite entropy condition, Stochastic dynamical interpolation formula to time-reversible diffusion processes, Dynamics and kinematics of reciprocal diffusions, Stochastic models of exotic transport, The Sharma-Parthasarathy stochastic two-body problem, Geometric hydrodynamics and infinite-dimensional Newton’s equations, Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts, Stochastic deformation of integrable dynamical systems and random time symmetry, Stochastic modification of Newtonian dynamics and induced potential—Application to spiral galaxies and the dark potential, Feynman-Kac formula under a finite entropy condition, Bernstein processes, isovectors and mechanics, Schrödinger encounters Fisher and Rao: a survey
Cites Work
- Conservative diffusions
- An automorphism of product measures
- Stochastic dynamics: A review of stochastic calculus of variations
- Exit probabilities and optimal stochastic control
- The parabolic differential equations and the associated semigroups of transformation
- A remark on the connection between stochastic mechanics and the heat equation
- Reciprocal processes
- Stochastic calculus of variations