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
Hauptverfasser: Cruzeiro, A.B., Zambrini, J.C.
Format: Artikel
Sprache:eng
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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.
ISSN:0022-1236
1096-0783
DOI:10.1006/jfan.1995.1077