Path Integral and Brownian Motion

  • Watabe Miki
    Department of Physics, Faculty of Science, Ochanomizu University
  • Shibata Fumiaki
    Department of Physics, Faculty of Science, Ochanomizu University

この論文をさがす

抄録

A simple formulation of the path integral theory of Brownian motion is given on the basis of a stochastic differential equation. Besides a formal manipulation, a practical method is proposed to calculate the path integrals explicitly. To demonstrate the usefulness of the method, linear and nonlinear diffusion processes are treated and compared with analytical solutions.

収録刊行物

参考文献 (9)*注記

もっと見る

詳細情報 詳細情報について

問題の指摘

ページトップへ