We investigate non-degenerate diffusion processes on an arbitrary manifold, the dynamics of which arise from a principle of least action for a Lagrangian consisting of a kinetic term quadratic in the forward drift of the process and a local potential. The equation governing the action emerges as a stochastic Hamilton–Jacobi condition and is expressed in terms of the geometry determined by the Levi-Civita connection of the diffusion tensor. It is argued that there are essentially two dynamical structures for the rate of change of the drift in the presence of a local potential, consistent with the requirement of time reversal symmetry. In both cases a conserved energy is identified. An alternative wave function and associated operator description reveals a complex structure in the dynamical equations, thus extending the earlier results of Nelson on the stochastic treatment of the Schrödinger equation.
Authors
Field TR
Journal
Journal of Geometry and Physics, Vol. 47, No. 4, pp. 484–496