SCHRODINGER PROCESSES AND LARGE DEVIATIONS

被引：20

作者：

DAWSON, D

GOROSTIZA, L

WAKOLBINGER, A

机构：

[1] CTR INVEST & ESTUDIOS AVANZADOS,DEPT MATEMAT,MEXICO CITY 07000,DF,MEXICO

[2] JOHANNES KEPLER UNIV,INST MATH,A-4040 LINZ,AUSTRIA

来源：

JOURNAL OF MATHEMATICAL PHYSICS | 1990年 / 31卷 / 10期

关键词：

D O I：

10.1063/1.528840

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

For a large system of independent diffusing particles, each of which is killed at a certain space-time dependent rate, the conditional distribution of surviving trajectories in a bounded time interval is computed, given the approximate form of the initial and final empirical distribution of surviving particles. This generalizes a result for the Brownian case without killing, which was first obtained by Schrödinger [Sitzungsber. Preuss. Akad. Wiss. Phys. Math. Kl. 1931, 144]. © 1990 American Institute of Physics.

引用

页码：2385 / 2388

页数：4

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