Path Integral and Brownian Motion
1990 年 59 巻 6 号 p. 1905-1908
詳細
1990 年 59 巻 6 号 p. 1905-1908
A simple formulation of the path integral theory of Brownian motion is given on the basis of a stochastic differential equation. Besides a formal manipulation, a practical method is proposed to calculate the path integrals explicitly. To demonstrate the usefulness of the method, linear and nonlinear diffusion processes are treated and compared with analytical solutions.
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