Variational processes and stochastic versions of mechanics
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Publication:3761434
DOI10.1063/1.527002zbMath0623.60102MaRDI 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 condition; semimartingale; Schrödinger system; stochastic mechanics; Bernstein processes; backward transition density; forward transition
60J60: Diffusion processes
81S40: Path integrals in quantum mechanics
70H25: Hamilton's principle
60J35: Transition functions, generators and resolvents
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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
