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On the Kinematics of Stochastic Mechanics

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Stochastic Differential and Difference Equations

Part of the book series: Progress in Systems and Control Theory ((PSCT,volume 23))

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Abstract

In a series of recent papers [P1]-[P3] we have shown that the complexification of the velocity and momentum processes permits to effectively develop a Lagrangian and Hamiltonian formalism in stochastic mechanics [N1], [G], [N2]. In this paper, the kinematics employed in [P1]-[P3] is more thoroughly analyzed, particularly from the probabilistic viewpoint. The outline of the paper is as follows. In Section 2, we introduce the appropriate kinematics for finite-energy diffusions developing on [N3]. In Section 3, we discuss in detail the properties of the quantum noise and derive a fundamental change of variables formula. In the following section, we consider the Markov case. In Section 5, for the purpose of comparison, we give a strong form of the classical Hamilton principle. In Section 6, we present the quantum Hamilton principle.

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© 1997 Springer Science+Business Media New York

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Pavon, M. (1997). On the Kinematics of Stochastic Mechanics. In: Stochastic Differential and Difference Equations. Progress in Systems and Control Theory, vol 23. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-1980-4_19

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  • DOI: https://doi.org/10.1007/978-1-4612-1980-4_19

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4612-7365-3

  • Online ISBN: 978-1-4612-1980-4

  • eBook Packages: Springer Book Archive

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