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  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.  and references therein to the works of S. Alberion and others).