Reciprocal diffusions and stochastic differential equations of second order∗

DOI10.1080/17442508808833525MaRDI QIDQ3799427zbMATH OpenOpenAlexFDO

Authors Arthur Krener

Publication date 1988

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508808833525

zbMATH Keywords

continuum mechanicsnonlinear conservation lawssecond order diffusion processessecond order stochastic differential equations

Mathematics Subject Classification ID

Hyperbolic conservation laws (35L65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Generalities, axiomatics, foundations of continuum mechanics of solids (74A99) Classical equilibrium statistical mechanics (general) (82B05)

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Cites work

• First Passage Time for a Particular Gaussian Process
• scientific article; zbMATH DE number 3751955 (Why is no real title available?)
• Multivariate reciprocal stationary Gaussian processes
• On Miroshin’s Second-Order Reciprocal Processes
• Reciprocal processes
• Reciprocal Processes: The Stationary Gaussian Case
• Second-Order Markov and Reciprocal Stationary Gaussian Processes
• Some comments on conditionally Markov and reciprocal Gaussian processes (Corresp.)
• The Markov processes of Schr�dinger
• Variational processes and stochastic versions of mechanics

Cited in

(22)

• Second order stochastic differential equations and non-Gaussian reciprocal diffusions
• Characterization of multivariate stationary Gaussian reciprocal diffusions
• Fluctuations of bridges, reciprocal characteristics and concentration of measure
• Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges
• Reciprocal classes of random walks on graphs
• Reciprocal class of jump processes
• A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost
• Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts
• Reciprocal processes: a stochastic analysis approach
• Gaussian reciprocal processes and self-adjoint stochastic differential equations of second order
• Nearest-neighbour modelling of reciprocal chains
• scientific article; zbMATH DE number 4105984 (Why is no real title available?)
• scientific article; zbMATH DE number 17489 (Why is no real title available?)
• scientific article; zbMATH DE number 18461 (Why is no real title available?)
• Dynamics and kinematics of reciprocal diffusions
• Reciprocal processes. A measure-theoretical point of view
• Gaussian reciprocal diffusions and their associated conservation laws
• Stochastic mechanics of reciprocal diffusions
• Reciprocal properties of random fields on undirected graphs
• Reciprocal diffusions in flat space
• A stochastic control approach to reciprocal diffusion processes
• Nonstationary invariant distributions and the hydrodynamics-style generalization of the Kol\-mo\-gorov-forward/Fokker-Planck equation

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