Symplectic structure for Gaussian diffusions

DOI10.1063/1.532511MaRDI QIDQ4701648zbMATH OpenOpenAlexFDO

Authors 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

Hamiltonian boundary value problemsinhomogeneous Gaussian diffusion processesprobability measuressymplectic structure

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(6)

• Phase space transformations of Gaussian diffusions
• Position dependent non-linear Schrödinger hierarchies: involutivity, commutation relations, renormalisation and classical invariants
• Feynman integrals, diffusion processes and quantum symplectic two-forms
• Probabilistic deformation of contact geometry, diffusion processes and their quadratures
• scientific article; zbMATH DE number 2014641 (Why is no real title available?)
• COVER OF THE BROWNIAN BRIDGE AND STOCHASTIC SYMPLECTIC ACTION

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