Some formulae with logarithmic derivatives related to a quantization of some infinite-dimensional Hamiltonian

  • Some formulae, containing logarithmic derivatives of (smooth) measures on infinitedimensional spaces, arise in quite different situations. In particular, logarithmic derivatives of a measure are inserted in the Schr"odinger equastion in the space consisting of functions that are square integrable with respect to this measure, what allows us to describe very simply a procedure of (canonical) quantization of infinite-dimensional Hamiltonian systems with the linear phase space. Further, the problem of reconstructing of a measure by its logarithmic derivative (that was posed in [1] independently of any applications) can be equivalent either to the problem of finding the "ground state" (considered as some measure) for infinite-dimensional Schr"odinger equation, or to the problem of finding an invariant measure for a stochastic differential equation (that is a central question of so-called stochastic quantization), or to the problem of recenstruc ting "Gibbsian measure by its specification" (i.e. by a collection of finite-dimensional conditional distributions). Logarithmic derivatives of some measure appear in Cameron-Martin-Girsanov-Maruyama formulae and in its generalizations related to arbitrary smooth measures; they allow also to connect these formulae and the Feynman-Kac formulae. This note discusses all these topics. Of course due to its shortness the presentation is formal in main, and precise analitical assumptions are usually absent. Actually only a list of formulae with small comments is given. Let us mention also that we do not consider at all so-called Dirichlet forms to which a great deal of literature is devoted (cf. [3] and references therein to the works of S. Alberion and others).

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Metadaten
Author:O.G. Smolyanov, Heinrich von Weizsäcker
URN (permanent link):urn:nbn:de:hbz:386-kluedo-7377
Document Type:Preprint
Language of publication:English
Year of Completion:1996
Year of Publication:1996
Publishing Institute:Technische Universität Kaiserslautern
Source:Russian Mat. Surveys 51, 1996, Seiten 357-358
Faculties / Organisational entities:Fachbereich Mathematik
DDC-Cassification:510 Mathematik

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