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Nonstationary generalized Duru-Kleinert transformation of path integrals for systems of differential equations in one-dimensional space - MaRDI portal

Nonstationary generalized Duru-Kleinert transformation of path integrals for systems of differential equations in one-dimensional space (Q1817637)

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scientific article; zbMATH DE number 1382733
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English
Nonstationary generalized Duru-Kleinert transformation of path integrals for systems of differential equations in one-dimensional space
scientific article; zbMATH DE number 1382733

    Statements

    Nonstationary generalized Duru-Kleinert transformation of path integrals for systems of differential equations in one-dimensional space (English)
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    2 March 2000
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    transformations of Wiener path integrals
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    generalized Shepp formula
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    random processes
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    random change
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