Malliavin Calculus and Euclidean Quantum Mechanics II. Variational Principle for Infinite Dimensional Processes
A class of time reversible non-stationary diffusion processes with values on the classical Wiener space is constructed. These processes should be relevant to ("2-dimensional") Euclidean quantum field theory since they generalize those constructed before for non-relativistic quantum mechani...
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Veröffentlicht in: | Journal of functional analysis 1995-06, Vol.130 (2), p.450-476 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
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Zusammenfassung: | A class of time reversible non-stationary diffusion processes with values on the classical Wiener space is constructed. These processes should be relevant to ("2-dimensional") Euclidean quantum field theory since they generalize those constructed before for non-relativistic quantum mechanics, along the lines of a strategy suggested by Schrödinger. Those processes are shown to be characterized by a stochastic variational principle and provide a probabilistic representation of the solutions of some infinite-dimensional heat equation. The Feynman-Kac formula on the Wiener space needed for this construction is also proved. |
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ISSN: | 0022-1236 1096-0783 |
DOI: | 10.1006/jfan.1995.1077 |