Abstract:
The problem of recovery of the measure from its logarithmic derivative is investigated. The role of this problem in stochastic mechanics, canonical quantization, and the theory of integration of functionals is discussed. It is shown that a measure that possesses logarithmic derivative A is a stationary distribution of a diffusion process with drift coefficient A. This makes it possible to calculate integrals with respect to the measure by means of Monte Carlo methods.
Citation:
A. I. Kirillov, “Two mathematical problems of canonical quantization. III. Stochastic vacuum mechanics”, TMF, 91:3 (1992), 377–395; Theoret. and Math. Phys., 91:3 (1992), 591–603
This publication is cited in the following 10 articles:
Massimiliano Gubinelli, Encyclopedia of Mathematical Physics, 2025, 648
V. I. Bogachev, N. V. Krylov, M. Röckner, “Elliptic and parabolic equations for measures”, Russian Math. Surveys, 64:6 (2009), 973–1078
A. I. Kirillov, “Generalized differentiable product measures”, Math. Notes, 63:1 (1998), 33–49
A. I. Kirillov, “On the reconstruction of measures from their logarithmic derivatives”, Izv. Math., 59:1 (1995), 121–139
A. I. Kirillov, “Infinite-dimensional analysis and quantum theory as semimartingale calculus”, Russian Math. Surveys, 49:3 (1994), 43–95
A. I. Kirillov, “Field of sine-Gordon type in spacetime of arbitrary dimension: Existence of the nelson measure”, Theoret. and Math. Phys., 98:1 (1994), 8–19
A.I. Kirillov, “On the most probable paths of particles in stochastic mechanics”, Physics Letters A, 195:5-6 (1994), 277
E. P. Krugova, “On the integrability of logarithmic derivatives of measures”, Math. Notes, 53:5 (1993), 506–512
A. I. Kirillov, “Brownian motion with drift in a Hilbert space and its application in integration theory”, Theory Probab. Appl., 38:3 (1993), 529–533
A. I. Kirillov, “On two mathematical problems of canonical quantization. IV”, Theoret. and Math. Phys., 93:2 (1992), 1251–1261