Symplectic structure for Gaussian diffusions

DOI10.1063/1.532511zbMath0976.81021OpenAlexW2108543445MaRDI QIDQ4701648

Augusto Brandão

Publication date: 21 November 1999

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

Full work available at URL: http://cds.cern.ch/record/367849

zbMATH Keywords

symplectic structureprobability measuresHamiltonian boundary value problemsinhomogeneous Gaussian diffusion processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Geometry and quantization, symplectic methods (81S10) Stochastic quantization (81S20)

Related Items

Position dependent non-linear Schrödinger hierarchies: involutivity, commutation relations, renormalisation and classical invariants

Cites Work

• An automorphism of product measures
• The Van Vleck formula, Maslov theory, and phase space geometry
• Variational processes and stochastic versions of mechanics
• An introduction to the semiclassical limit of Euclidean quantum mechanics
• Reciprocal processes

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