Bernstein processes described by forward and backward heat equations
Probability
2013-09-24 v1
Abstract
We present some results on Bernstein processes which are Brownian diffusions that appear in Euclidean Quantum Mechanics: We express the distributions of these processes with the help of those of Bessel processes. We then determine two solutions of the dual equation of the heat equation with potential. This continues the calculation of Lescot for the solution with an Ornstein-Uhlenbek process .
Keywords
Cite
@article{arxiv.1309.5566,
title = {Bernstein processes described by forward and backward heat equations},
author = {Mohamad Houda},
journal= {arXiv preprint arXiv:1309.5566},
year = {2013}
}