  We study the dynamical properties of the Brownian diffusions having $\sigma
{\rm Id}$ as diffusion coefficient matrix and $b=\nabla U$ as drift vector. We
characterize this class through the equality $D^2_+=D^2_-$, where $D_{+}$
(resp. $D_-$) denotes the forward (resp. backward) stochastic derivative of
Nelson's type. Our proof is based on a remarkable identity for $D_+^2-D_-^2$
and on the use of the martingale problem. We also give a new formulation of a
famous theorem of Kolmogorov concerning reversible diffusions. We finally
relate our characterization to some questions about the complex stochastic
embedding of the Newton equation which initially motivated of this work.
