Time substitutions in stochastic processes as a tool in path integration (Q1089685)
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scientific article; zbMATH DE number 4005288
| Language | Label | Description | Also known as |
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| English | Time substitutions in stochastic processes as a tool in path integration |
scientific article; zbMATH DE number 4005288 |
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Time substitutions in stochastic processes as a tool in path integration (English)
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1986
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In this note, written for physicists, the authors review the technique of time changes of diffusion processes in order to apply it to the solution of Schrödinger equations of a particle in a potential. The combined effect of coordinate changes and time changes on the solutions to diffusion equations is obtained via the representation of solutions as path integrals by means of the Feynman-Kac formula.
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technique of time changes
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solution of Schrödinger equations
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representation of solutions as path integrals
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Feynman-Kac formula
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