In this paper we prove a path integral representation in configuration space for the solution of a stochastic Schrödinger equation driven by a continuous semimartingale. We follow the approach of path integration established by Itô Albeverio and Høegh-Krohn. The equation we consider is the classical Schrödinger equation plus the stochastic term K(t, x)Ψt(x) o dMt, where Mt is a continuous semimartingale. As an application of our result we solve the equation for a stochastic quantum harmonic oscillator. We solve the path integral representation twice, first by discretising the path integral and also by a change of variable. We finally give the solution to the corresponding stochastic heat equation.
We describe the “Feynman diagram” approach to nonrelativistic quantum mechanics on
Rn , with magnetic and potential terms. In particular, for each classical path γ connecting points q 0 and q 1 in time t, we define a formal power series V γ (t, q 0, q 1) in
ℏ , given combinatorially by a sum of diagrams that each represent finite-dimensional convergent integrals. We prove that exp(V γ ) satisfies Schrödinger’s equation, and explain in what sense the
t→0 limit approaches the δ distribution. As such, our construction gives explicitly the full
ℏ→0 asymptotics of the fundamental solution to Schrödinger’s equation in terms of solutions to the corresponding classical system. These results justify the heuristic expansion of Feynman’s path integral in diagrams.