On the path integral formulation of Brownian dynamics

DOI10.1088/0305-4470/23/11/005zbMath0712.60108OpenAlexW2064574936MaRDI QIDQ3197121

Semjon Stepanow, Jens-Uwe Sommer

Publication date: 1990

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/23/11/005

zbMATH Keywords

couplingexternal forceFokker- Planck equationBrownian motion in Gaussian disorderpath integral for a Brownian particle

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Feynman integrals and graphs; applications of algebraic topology and algebraic geometry (81Q30) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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