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Variational processes from the weak forward equation

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In this paper the author constructs Markov diffusion processes from a given system of Borel probability measures on ad-dimensional Euclidean space. He constructs a, so-called, variational process which does not always coincide with a Nelson process. He also discusses Schrödinger's problem in quantum mechanics.

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Communicated by A. Jaffe

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Mikami, T. Variational processes from the weak forward equation. Commun.Math. Phys. 135, 19–40 (1990). https://doi.org/10.1007/BF02097655

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