FUNCTIONAL INTEGRAL-REPRESENTATION OF GENERAL CONTINUOUS MARKOV-PROCESSES

被引：4

作者：

DEKKER, H

机构：

[1] Physics Laboratory TNO, Den Haag

来源：

PHYSICA A | 1978年 / 94卷 / 02期

关键词：

D O I：

10.1016/0378-4371(78)90103-6

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

The unambiguous continuous functional integral representation of general diffusion processes will be derived by means of a transformation invariant Fourier series analysis of the alternate paths between specified endpoints. Previous results from Stratonovich, Horsthemke and Bach, and Graham will be confirmed, while deeper insight is gained into the limit of continuity in functional integration. © 1978.

引用

页码：339 / 353

页数：15

共 29 条

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[2] FUNCTIONAL INTEGRAL FOR GENERALIZED WIENER PROCESSES AND NONEQUILIBRIUM PHENOMENA
DEKKER, H
[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 1976, 85 (03) : 598 - 606
[3] QUANTIZATION OF LINEARLY DAMPED HARMONIC-OSCILLATOR
DEKKER, H
[J]. PHYSICAL REVIEW A, 1977, 16 (05): : 2126 - 2134
[4] EVALUATION OF PATH INTEGRAL FOR NON-LINEAR DIFFUSION PROCESSES BY MEANS OF FOURIER-SERIES
DEKKER, H
[J]. PHYSICA A, 1978, 92 (3-4): : 438 - 445
[5] FUNCTIONAL STIELTJES MEASURE AND GENERALIZED DIFFUSION PROCESSES
DEKKER, H
[J]. PHYSICA A, 1977, 87 (02): : 419 - 425
[6] PROOF OF PATH INTEGRAL-REPRESENTATION OF NON-LINEAR FOKKER-PLANCK EQUATION BY MEANS OF FOURIER-SERIES
DEKKER, H
[J]. PHYSICS LETTERS A, 1978, 65 (5-6) : 388 - 390
[7] TIME-LOCAL GAUSSIAN PROCESSES, PATH INTEGRALS AND NONEQUILIBRIUM NONLINEAR DIFFUSION
DEKKER, H
[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 1976, 85 (02) : 363 - 373
[8] DEKKER H, 1978, IR49 TNO PHYS LAB RE
[9] DEKKER H, 1978, PREPRINT MAR
[10] DEKKER H, PHYSICS LETT A

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