Schrödinger diffusion processes:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | German |
| Published: |
Basel [u.a.]
Birkhäuser
1996
|
| Series: | Probability and its applications
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | VIII, 186 S. |
| ISBN: | 3764353864 0817653864 |
Staff View
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Record in the Search Index
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| adam_text | Contents
Preface vii
1 Schrodinger s View of Natural Laws
1.1 Most probable realizations 2
1.2 A large deviation approach 6
1.3 Prediction from past and future 8
1.4 An analogy to wave functions 12
1.5 Two representations of diffusions 15
1.6 Identification of drift 18
2 Diffusions with Singular Drift
2.1 Schrodinger equations 24
2.2 Non-smooth Schrodinger multipliers 29
2.3 Singular transformation of diffusions 33
2.4 Schrodinger processes 46
3 Integral and Diffusion Equations
3.1 Generators and transition densities 55
3.2 Feynman-Kac integral equations 57
3.3 Killed integral equations 65
3.4 Equivalence of solutions 70
4 Ito s Formula for Non-Smooth Functions
4.1 Meaning and generalization 77
4.2 Driving Brownian motion 79
4.3 Driving flows of diffeomorphisms 82
v
vi Contents
5 Large Deviations
5.1 Approximate Sanov property 92
5.2 Csiszar s projection and ro-topology 96
6 Interacting Diffusion Processes
6.1 Eddington-Schrodinger prediction 116
6.2 Limiting distributions 117
6.3 Propagation of chaos in entropy 123
6.4 Renormalization procedures 142
6.5 Conditions on creation and killing 146
7 Schrodinger Systems
7.1 Non-linear integral equations 152
7.2 Product measure endomorphisms 155
7.3 A variational principle for local adjoints 161
7.4 Construction of solutions 171
References 175
Index 185
|
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:55:59Z |
| institution | BVB |
| isbn | 3764353864 0817653864 |
| language | German |
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| physical | VIII, 186 S. |
| publishDate | 1996 |
| publishDateSearch | 1996 |
| publishDateSort | 1996 |
| publisher | Birkhäuser |
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| series2 | Probability and its applications |
| spelling | Aebi, Robert Verfasser aut Schrödinger diffusion processes Robert Aebi Basel [u.a.] Birkhäuser 1996 VIII, 186 S. txt rdacontent n rdamedia nc rdacarrier Probability and its applications Processus de diffusion ram Schrödinger, équation de ram Diffusion processes Schrödinger equation Diffusionsprozess (DE-588)4274463-5 gnd rswk-swf Schrödinger-Gleichung (DE-588)4053332-3 gnd rswk-swf Diffusionsprozess (DE-588)4274463-5 s Schrödinger-Gleichung (DE-588)4053332-3 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007080475&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Aebi, Robert Schrödinger diffusion processes Processus de diffusion ram Schrödinger, équation de ram Diffusion processes Schrödinger equation Diffusionsprozess (DE-588)4274463-5 gnd Schrödinger-Gleichung (DE-588)4053332-3 gnd |
| subject_GND | (DE-588)4274463-5 (DE-588)4053332-3 |
| title | Schrödinger diffusion processes |
| title_auth | Schrödinger diffusion processes |
| title_exact_search | Schrödinger diffusion processes |
| title_full | Schrödinger diffusion processes Robert Aebi |
| title_fullStr | Schrödinger diffusion processes Robert Aebi |
| title_full_unstemmed | Schrödinger diffusion processes Robert Aebi |
| title_short | Schrödinger diffusion processes |
| title_sort | schrodinger diffusion processes |
| topic | Processus de diffusion ram Schrödinger, équation de ram Diffusion processes Schrödinger equation Diffusionsprozess (DE-588)4274463-5 gnd Schrödinger-Gleichung (DE-588)4053332-3 gnd |
| topic_facet | Processus de diffusion Schrödinger, équation de Diffusion processes Schrödinger equation Diffusionsprozess Schrödinger-Gleichung |
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