Brownian motion in a magnetic field

We derive explicit forms of Markovian transition probability densities for the velocity space, phase-space and the Smoluchowski configuration-space Brownian motion of a charged particle in a constant magnetic field. By invoking a hydrodynamical formalism for those stochastic processes, we quantify a continual (net on the local average) heat transfer from the thermostat to diffusing particles

Nonnegative Feynman-Kac Kernels in Schr\"{o}dinger's Interpolation Problem

The existing formulations of the Schr\"{o}dinger interpolating dynamics, which is constrained by the prescribed input-output statistics data, utilize strictly positive Feynman-Kac kernels. This implies that the related Markov diffusion processes admit vanishing probability densities only at the boundaries of the spatial volume confining the process. We extend the framework to encompass singular potentials and associated nonnegative Feynman-Kac-type kernels. It allows to deal with general nonnegative solutions of the Schr\"{o}dinger boundary data problem. The resulting stochastic processes are capable of both developing and destroying nodes (zeros) of probability densities in the course of their evolution.Comment: Latex file, 25 p