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

[41] Efficient stochastic thermostatting of path integral molecular dynamics
Ceriotti, Michele
Parrinello, Michele
Markland, Thomas E.
Manolopoulos, David E.
JOURNAL OF CHEMICAL PHYSICS, 2010, 133 (12):
[42] Path Integral Methods with Stochastic Control Barrier Functions
Tao, Chuyuan
Yoon, Hyung-Jin
Kim, Hunmin
Hovakimyan, Naira
Voulgaris, Petros
2022 IEEE 61ST CONFERENCE ON DECISION AND CONTROL (CDC), 2022, : 1654 - 1659
[43] Modeling Magnetotelluric Surveys Based on Stochastic Path Integral
Zhou, Hongyu
Li, Maokun
Yang, Fan
Xu, Shenheng
Abubakar, Aria
2024 IEEE INTERNATIONAL SYMPOSIUM ON ANTENNAS AND PROPAGATION AND INC/USNCURSI RADIO SCIENCE MEETING, AP-S/INC-USNC-URSI 2024, 2024, : 2545 - 2546
[44] PATH INTEGRAL-REPRESENTATION OF STOCHASTIC-PROCESSES
KITAHARA, K
METIU, H
JOURNAL OF STATISTICAL PHYSICS, 1976, 15 (02) : 141 - 147
[45] Path integral methods for the dynamics of stochastic and disordered systems
Hertz, John A.
Roudi, Yasser
Sollich, Peter
JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2017, 50 (03)
[46] Time Series Path Integral Expansions for Stochastic Processes
Greenman, Chris D.
JOURNAL OF STATISTICAL PHYSICS, 2022, 187 (03)
[47] Space-time transformations within the path-integral approach to stochastic processes
Batista, CD
Drazer, G
Reidel, D
Wio, HS
PHYSICAL REVIEW E, 1996, 54 (01): : 86 - 91
[48] Topology-guided path integral approach for stochastic optimal control in cluttered environment
Ha, Jung-Su
Park, Soon-Seo
Choi, Han-Lim
ROBOTICS AND AUTONOMOUS SYSTEMS, 2019, 113 : 81 - 93
[49] Damped stochastic system driven by colored noise: Analytical solution by a path integral approach
Mahanta, C
Venkatesh, TG
PHYSICAL REVIEW E, 2000, 62 (02): : 1509 - 1520
[50] Damped stochastic system driven by colored noise: analytical solution by a path integral approach
Mahanta, Chitralekha
Venkatesh, T.G.
Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics, 2000, 62 (2 A): : 1509 - 1520

← 1 2 3 4 5 →