Stochastic calculus on distorted Brownian motion

DOI10.1063/1.528174zbMATH Open0636.60055OpenAlexW2011804961MaRDI QIDQ3776320FDOQ3776320

Authors: Dražen Pantić 

Publication date: 1988

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.528174

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zbMATH Keywords

Brownian motionCauchy problemMalliavin's calculuslocal Dirichlet formsSchrödinger dynamics

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Brownian motion (60J65) Schrödinger operator, Schrödinger equation (35J10) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic mechanics (including stochastic electrodynamics) (81P20)

Cites Work

• Energy forms, Hamiltonians, and distorted Brownian paths
• A path space picture for Feynman-Kac averages

Cited In (5)

• Stochastic calculus and Schrödinger semigroups admitting a ground state
• Title not available (Why is that?)
• Schrödinger conditional brownian motion and stochastic calculus of variations
• Perturbation of Dirichlet forms --- lower semiboundedness, closability, and form cores
• On the stochastic regularity of distorted Brownian motions

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