A Remark on Stochastic Path Integrals

DOI10.1038/187968B0zbMATH Open0118.33502OpenAlexW2033941882WikidataQ58968858 ScholiaQ58968858MaRDI QIDQ5729571

M. S. Bartlett

Publication date: 1960

Published in: Nature (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1038/187968b0

zbMATH Keywords

functional equationcharacteristic functionMarkov processprobability theory

Mathematics Subject Classification ID

Sample path properties (60G17) Path integrals in quantum mechanics (81S40) Markov processes (60Jxx)

Related Items (5)

Path integral over reparametrizations: Lévy flights versus random walks ⋮ A remark on the dynamic invariant or path-independent integral ⋮ Stochastic Mehler kernels via oscillatory path integrals ⋮ Path integral representation for the solution of a stochastic Schrodinger equation driven by a semimartingale ⋮ Comment on “On tractability of path integration” [J. Math. Phys. 37, 2071 (1996)]

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