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  • 1
    Electronic Resource
    Electronic Resource
    College Park, Md. : American Institute of Physics (AIP)
    Journal of Mathematical Physics 34 (1993), S. 1846-1875 
    ISSN: 1089-7658
    Source: AIP Digital Archive
    Topics: Mathematics , Physics
    Notes: This paper examines the dynamics and kinematics of reciprocal diffusions. Reciprocal processes were introduced by Bernstein in 1932, and were later studied in detail by Jamison. The reciprocal diffusions are constructed here by specifying their finite joint densities in terms of the Green's function of a general heat operator, and an end-point density. A path integral interpretation of the heat operator Green's function is provided, which is used to derive a stochastic form of Newton's law, as well as a conditional distribution for the velocity of a diffusing particle given its position. These results are then employed to derive two conservation laws expressing the conservation of mass and momentum. The conservation laws do not form a closed system of equations, in general, except for two subclasses of reciprocal diffusions, the Markov and quantum diffusions.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    College Park, Md. : American Institute of Physics (AIP)
    Journal of Mathematical Physics 37 (1996), S. 769-802 
    ISSN: 1089-7658
    Source: AIP Digital Archive
    Topics: Mathematics , Physics
    Notes: The dynamics and kinematics of reciprocal diffusions were examined in a previous paper [J. Math. Phys. 34, 1846 (1993)], where it was shown that reciprocal diffusions admit a chain of conservation laws, which close after the first two laws for two disjoint subclasses of reciprocal diffusions, the Markov and quantum diffusions. For the case of quantum diffusions, the conservation laws are equivalent to Schrödinger's equation. The Markov diffusions were employed by Schrödinger [Sitzungsber. Preuss. Akad. Wiss. Phys. Math Kl. 144 (1931); Ann. Inst. H. Poincaré 2, 269 (1932)], Nelson [Dynamical Theories of Brownian Motion (Princeton University, Princeton, NJ, 1967); Quantum Fluctuations (Princeton University, Princeton, NJ, 1985)], and other researchers to develop stochastic formulations of quantum mechanics, called stochastic mechanics. We propose here an alternative version of stochastic mechanics based on quantum diffusions. A procedure is presented for constructing the quantum diffusion associated to a given wave function. It is shown that quantum diffusions satisfy the uncertainty principle, and have a locality property, whereby given two dynamically uncoupled but statistically correlated particles, the marginal statistics of each particle depend only on the local fields to which the particle is subjected. However, like Wigner's joint probability distribution for the position and momentum of a particle, the finite joint probability densities of quantum diffusions may take negative values. © 1996 American Institute of Physics.
    Type of Medium: Electronic Resource
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Probability theory and related fields 107 (1997), S. 243-281 
    ISSN: 1432-2064
    Keywords: Mathematics Subject Classification (1991):60H10, 60H05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary. We describe the theory of reciprocal diffusions in flat space. A reciprocal process is a Markov random field on a one dimensional parameter space. Every Markov process is reciprocal but not vice versa. We descibe the first and second order mean differential characteristics of reciprocal diffusions. This includes a new definition of stochastic acceleration. We show that reciprocal diffusions satisfy stochastic differential equations of second order. Associated to a reciprocal diffusion is a sequence of conservation laws, the first two of which are the familiar continuity and Euler equations. There are two cases where these laws can be closed after the first two. They are the mutually exclusive subclasses of Markov and quantum diffusions. The latter corresponds to solutions of the Schrödinger equation and may be part of a stochastic description of quantum mechanics.
    Type of Medium: Electronic Resource
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