PATH INTEGRALS FOR DIFFUSION PROCESSES IN RIEMANNIAN SPACES

被引:10
作者
DEKKER, H
机构
[1] Physics Laboratory TNO, Den Haag
关键词
D O I
10.1016/0375-9601(78)90173-1
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
The Onsager-Machlup lagrangian for general continuous Markov processes in curved spaces will be derived invoking (i) continuous and differentiable trajectories, (ii) a Fourier series analysis of stochastic paths and (iii) the principle of general covariance. No discretization rule will be required in order to put the continuous action on a lattice. © 1978.
引用
收藏
页码:241 / 243
页数:3
相关论文
共 12 条
[1]   FUNCTIONAL INTEGRAL FOR GENERALIZED WIENER PROCESSES AND NONEQUILIBRIUM PHENOMENA [J].
DEKKER, H .
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 1976, 85 (03) :598-606
[2]   DIFFUSION PROCESSES AND THEIR PATHS [J].
DEKKER, H .
PHYSICS LETTERS A, 1978, 67 (02) :90-92
[4]   TIME-LOCAL GAUSSIAN PROCESSES, PATH INTEGRALS AND NONEQUILIBRIUM NONLINEAR DIFFUSION [J].
DEKKER, H .
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 1976, 85 (02) :363-373
[5]   FEYNMAN PROOF OF EXACT RELATION BETWEEN A CLASS OF PATH SUMS AND GENERAL NONLINEAR FOKKER-PLANCK EQUATION [J].
DEKKER, H .
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 1976, 84 (01) :205-211
[6]  
DEKKER H, 1978, PREPRINT
[7]  
DEKKER H, UNPUBLISHED
[8]  
HAKEN H, 1976, Z PHYS B CON MAT, V24, P321, DOI 10.1007/BF01360904
[9]   OPERATOR ORDERINGS AND FUNCTIONAL FORMULATIONS OF QUANTUM AND STOCHASTIC DYNAMICS [J].
LESCHKE, H ;
SCHMUTZ, M .
ZEITSCHRIFT FUR PHYSIK B-CONDENSED MATTER, 1977, 27 (01) :85-94
[10]  
STRATONOVICH RL, 1971, SEL TRANSL MATH STAT, V10, P273