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On path integrals for the high-dimensional Brownian bridge

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Publication:1208568
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DOI10.1016/S0377-0427(92)90010-UzbMath0765.60065arXivmath/0404047MaRDI QIDQ1208568

Mathew D. Penrose, Robin Pemantle

Publication date: 16 May 1993

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0404047


zbMATH Keywords

Green's functionSchrödinger equationBrownian bridgeFeynman-Kac formulastatistical mechanicsmoment generating functions


Mathematics Subject Classification ID

Brownian motion (60J65) Other physical applications of random processes (60K40) Stochastic analysis (60H99)


Related Items (1)

Unnamed Item



Cites Work

  • STICKY SPHERES IN QUANTUM MECHANICS
  • First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
  • A Note on the Theory of Moment Generating Functions
  • Unnamed Item
  • Unnamed Item


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