Non-negative Feynman endash Kac kernels in Schroedinger close-quote s interpolation problem
- 1. Fakultaet fuer Physik, Universitaet Bielefeld, D-33615 Bielefeld (Germany)
- 2. Institute of Theoretical Physics, University of Wroclaw, PL-50 204 Wroclaw (Poland)
Description
The local formulations of the Markovian interpolating dynamics, which is constrained by the prescribed input-output statistics data, usually utilize strictly positive Feynman endash Kac kernels. This implies that the related Markov diffusion processes admit vanishing probability densities only at the boundaries of the spatial volume confining the process. We discuss an extension of the framework to encompass singular potentials and associated non-negative Feynman endash Kac-type kernels. It allows us to deal with a class of continuous interpolations admitted by general non-negative solutions of the Schroedinger boundary data problem. The resulting nonstationary stochastic processes are capable of both developing and destroying nodes (zeros) of probability densities in the course of their evolution, also away from the spatial boundaries. This observation conforms with the general mathematical theory (due to M. Nagasawa and R. Aebi) that is based on the notion of multiplicative functionals, extending in turn the well known Doob close-quote s h-transformation technique. In view of emphasizing the role of the theory of non-negative solutions of parabolic partial differential equations and the link with open-quotes Wiener exclusionclose quotes techniques used to evaluate certain Wiener functionals, we give an alternative insight into the issue, that opens a transparent route towards applications.copyright 1997 American Institute of Physics
Additional details
Publishing Information
- Journal Title
- Journal of Mathematical Physics (New York)
- Journal Volume
- 38
- Journal Issue
- 1
- Journal Page Range
- p. 1-15.
- ISSN
- 0022-2488
- CODEN
- JMAPAQ
INIS
- Country of Publication
- United States
- Country of Input or Organization
- United States
- INIS RN
- 28031745
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
- Descriptors DEI
- DIFFUSION; FEYNMAN PATH INTEGRAL; INTERPOLATION; MARKOV PROCESS; MEASURE THEORY; PARTIAL DIFFERENTIAL EQUATIONS; PROBABILITY; SCHROEDINGER EQUATION; STOCHASTIC PROCESSES
- Descriptors DEC
- DIFFERENTIAL EQUATIONS; EQUATIONS; INTEGRALS; MATHEMATICS; NUMERICAL SOLUTION; WAVE EQUATIONS