In the frame of Nelson stochastic quantization for dynamical systems on a manifold, we consider diffusion processes with Brownian covariance given by a Riemannian metric on the manifold. The dynamics is specified through a stochastic variational principle for a generalization of the classical action, with a given kinetic metric. The resulting programming equation, of the Hamilton-Jacobi type, depends on both metrics, the Brownian one and the kinetic one. We introduce a simple notion of compatibility between the two metrics, such that the programming equation and the continuity equation lead to the Schrödinger equation on the manifold. © 1985 The American Physical Society
Albeverio S, Hu YZ, Röckner M, Zhou XY. Stochastic quantization of the two-dimensional polymer measu...
In the framework of Nelson’s stochastic mechanics [E. Nelson, Dynamical Theories of Brownian Motion ...
In this paper, I review the link between stochastic processes and partial dif-ferential equations. I...
The kinetic Brownian motion is a family of stochastic processes indexed by a noise parameter, which ...
Via the well known chaos decomposition with respect to the multidimensional Brownian motion, we give...
The present work is about measure-valued diffusion processes, which are aligned with two distinct ge...
Abstract—This primer explains how continuous-time stochastic processes (precisely, Brownian motion a...
In this report we study Markov processes on compact and connected Riemannian manifolds. We define a ...
A Riemannian manifold has the Brownian coupling property if two Brownian motions can be constructed ...
We will discuss several problems related to stochastic analysis on manifolds, especially analysis on...
A basic 1982 treatment of stochastic differential equations on manifolds and their solution flows an...
We study a (relativistic) Wiener process on a complexified (pseudo-)Riemannian manifold. Using Nelso...
The article presents a novel variational calculus to analyze the stability and the propagation of ch...
AbstractThe gradient and divergence operators of stochastic analysis on Riemannian manifolds are exp...
Summary. We study a class of diffusions, conjugate Brownian motion, related to Brownian motion in Ri...
Albeverio S, Hu YZ, Röckner M, Zhou XY. Stochastic quantization of the two-dimensional polymer measu...
In the framework of Nelson’s stochastic mechanics [E. Nelson, Dynamical Theories of Brownian Motion ...
In this paper, I review the link between stochastic processes and partial dif-ferential equations. I...
The kinetic Brownian motion is a family of stochastic processes indexed by a noise parameter, which ...
Via the well known chaos decomposition with respect to the multidimensional Brownian motion, we give...
The present work is about measure-valued diffusion processes, which are aligned with two distinct ge...
Abstract—This primer explains how continuous-time stochastic processes (precisely, Brownian motion a...
In this report we study Markov processes on compact and connected Riemannian manifolds. We define a ...
A Riemannian manifold has the Brownian coupling property if two Brownian motions can be constructed ...
We will discuss several problems related to stochastic analysis on manifolds, especially analysis on...
A basic 1982 treatment of stochastic differential equations on manifolds and their solution flows an...
We study a (relativistic) Wiener process on a complexified (pseudo-)Riemannian manifold. Using Nelso...
The article presents a novel variational calculus to analyze the stability and the propagation of ch...
AbstractThe gradient and divergence operators of stochastic analysis on Riemannian manifolds are exp...
Summary. We study a class of diffusions, conjugate Brownian motion, related to Brownian motion in Ri...
Albeverio S, Hu YZ, Röckner M, Zhou XY. Stochastic quantization of the two-dimensional polymer measu...
In the framework of Nelson’s stochastic mechanics [E. Nelson, Dynamical Theories of Brownian Motion ...
In this paper, I review the link between stochastic processes and partial dif-ferential equations. I...