Journal of the
Korean Mathematical Society
JKMS

ISSN(Print) 0304-9914 ISSN(Online) 2234-3008

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J. Korean Math. Soc. 2001; 38(2): 469-483

Printed March 1, 2001

Copyright © The Korean Mathematical Society.

Stochastic Mehler kernels via oscillatory path integrals

Aubrey Truman and Tomasz Zastawniak

University of Wales Swansea and University of Hull

Abstract

The configuration space and phase space oscillatory path integrals are computed in the case of the stochastic Schr\"{o}dinger equation for the harmonic oscillator with a stochastic term of the form $(K\psi_{t})(x)\circ dW_{t}$, where $K$ is either the position operator or the momentum operator, and $W_{t}$ is the Wiener process. In this way formulae are derived for the stochastic analogues of the Mehler kernel.

Keywords: Stochastic Schr{o}dinger equation, path integrals, Mehler kernel

MSC numbers: 60H15, 81S40, 81S30

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