G-Gaussian processes under sublinear expectations and q -Brownian motion in quantum mechanics

DOI10.3934/NACO.2022034zbMATH Open1515.60160arXiv1105.1055OpenAlexW4313056612MaRDI QIDQ6164095FDOQ6164095

Authors: Shige Peng 

Publication date: 26 July 2023

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Abstract: We provide a general approach to construct a stochastic process with a given consistent family of finite dimensional distributions under a nonlinear expectation space. We use this approach to construct a generalized Gaussian process under a sublinear expectation and a q-Brownian motion. The later one is under a complex-valued linear expectation, with which a new type of Feynman-Kac formula can be derived to represent the solution of a Schr"odinger equation.

Full work available at URL: https://arxiv.org/abs/1105.1055

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zbMATH Keywords

Gaussian processGaussian distributionstochastic differential equationquantum mechanicsnonlinear expectationSchrödinger equation\(G \)-Brownian motion\(q \)-Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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Cited In (4)

• Title not available (Why is that?)
• Quantum Gaussian processes
• G-Gaussian processes under sublinear expectations and \(q \)-Brownian motion in quantum mechanics
• The local structure of \(q\)-Gaussian processes

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