Dynamics and kinematics of reciprocal diffusions

DOI10.1063/1.530141zbMATH Open0773.60097OpenAlexW2000269745MaRDI QIDQ4201740FDOQ4201740

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

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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)

Cites Work

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

Cited In (15)

• A new formulation of stochastic mechanics
• Nearest-neighbour modelling of reciprocal chains
• Title not available (Why is that?)
• Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges
• Title not available (Why is that?)
• Discrete-time classical and quantum Markovian evolutions: maximum entropy problems on path space
• A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost
• Title not available (Why is that?)
• 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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