Natural boundaries for the Smoluchowski equation and affiliated diffusion processes

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Natural boundaries for the Smoluchowski equation and affiliated diffusion processes.

The Schrödinger problem of deducing the microscopic dynamics from the inputoutput statistics data is known to admit a solution in terms of Markov diffusions.The uniqueness of solution is found linked to the natural boundaries respected by the underlying random motion.By choosing a reference Smoluchowski diffusion,we automatically fix the Feynman-Kac potential and the field of local acceleration...

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ژورنال

عنوان ژورنال: Physical Review E

سال: 1994

ISSN: 1063-651X,1095-3787

DOI: 10.1103/physreve.49.3815