Stochastic PDE's of Schrodinger type and stochastic Mehler kernels - a path integral approach

被引：0

作者：

Truman, A ^{[1
]}

Zastawniak, T ^{[1
]}

机构：

[1] Univ Wales, Dept Math, Swansea SA2 8PP, W Glam, Wales

来源：

SEMINAR ON STOCHASTIC ANALYSIS, RANDOM FIELDS AND APPLICATIONS | 1999年 / 45卷

关键词：

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We present a rigorous path integral derivation of stochastic Mehler kernel formulae with applications to stochastic partial differential equations used in the theory of quantum measurement and filtering.

引用

页码：275 / 282

页数：8

共 50 条

[1] Fresnel type path integral for the stochastic Schrodinger equation
Zastawniak, TJ
LETTERS IN MATHEMATICAL PHYSICS, 1997, 41 (01) : 93 - 99
[2] Feynman path integral related to a stochastic Schrodinger equation
Belavkin, VP
Smolyanov, OG
DOKLADY AKADEMII NAUK, 1998, 360 (05) : 589 - 593
[3] A new path integral representation for the solutions of the Schrodinger, heat and stochastic Schrodinger equations
Kolokoltsov, VN
MATHEMATICAL PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 2002, 132 : 353 - 375
[4] Path integral representation for the solution of a stochastic Schrodinger equation driven by a semimartingale
Rinćon, L.A.
Journal of Interdisciplinary Mathematics, 2004, 7 (02) : 183 - 204
[5] A generalized transformed path integral approach for stochastic processes
Subramaniam, Gnana Murugan
Vedula, Prakash
JOURNAL OF COMPUTATIONAL PHYSICS, 2025, 531
[6] Fluctuation statistics in networks: A stochastic path integral approach
Jordan, AN
Sukhorukov, EV
Pilgram, S
JOURNAL OF MATHEMATICAL PHYSICS, 2004, 45 (11) : 4386 - 4417
[7] ON A STOCHASTIC PATH-INTEGRAL APPROACH TO BIOPOLYMER CONFORMATIONS
Bernido, C. C.
Carpio-Bernido, M. V.
PATH INTEGRALS: NEW TRENDS AND PERSPECTIVES, PROCEEDINGS, 2008, : 567 - 572
[8] A PDE approach to stochastic invariance
Ishii, H
Loreti, P
Tessitore, ME
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, 2000, 6 (03) : 651 - 664
[9] Fresnel Type Path Integral for the Stochastic Schrödinger Equation
T. J. ZASTAWNIAK
Letters in Mathematical Physics, 1997, 41 : 93 - 99
[10] Transport statistics in bistable systems, a stochastic path integral approach
Jordan, AN
Sukhorukov, EV
FLUCTUATIONS AND NOISE IN MATERIALS II, 2005, 5843 : 80 - 90

← 1 2 3 4 5 →