Dynamics and kinematics of reciprocal diffusions

DOI10.1063/1.530141MaRDI QIDQ4201740zbMATH OpenOpenAlexFDO

Authors Bernard C. Levy, Arthur Krener

Publication date 6 September 1993

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

Full work available at URL https://doi.org/10.1063/1.530141

zbMATH Keywords

Green's functionquantum diffusionsdynamics and kinematics of reciprocal diffusions

Mathematics Subject Classification ID

Path integrals in quantum mechanics (81S40) Other physical applications of random processes (60K40)

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Cites work

• A simplified variational characterization of Schrödinger processes
• An automorphism of product measures
• DIFFUSION PROCESSES AND RIEMANNIAN GEOMETRY
• Fluctuations and Irreversible Processes
• Gaussian reciprocal processes and self-adjoint stochastic differential equations of second order
• Reciprocal diffusions and stochastic differential equations of second order^∗
• The Markov processes of Schr�dinger
• The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process
• Transformations of diffusion and Schrödinger processes
• Variational processes and stochastic versions of mechanics

Cited in

(15)

• A new formulation of stochastic mechanics
• Nearest-neighbour modelling of reciprocal chains
• scientific article; zbMATH DE number 4105984 (Why is no real title available?)
• Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges
• scientific article; zbMATH DE number 5150169 (Why is no real title available?)
• A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost
• Discrete-time classical and quantum Markovian evolutions: maximum entropy problems on path space
• scientific article; zbMATH DE number 683391 (Why is no real title available?)
• Extremal flows in Wasserstein space
• Reciprocal diffusions and symmetries of parabolic PDE: the nonflat case
• A characterization of reciprocal processes via an integration by parts formula on the path space
• Characterization of multivariate stationary Gaussian reciprocal diffusions
• Reciprocal classes of random walks on graphs
• Reciprocal class of jump processes
• Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts

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