WKB-type expansion for Langevin equations

F. Langouche, D. Roekaerts and E. Tirapegui

Physica A: Statistical Mechanics and its Applications, 1980, vol. 101, issue 2, 301-323

Abstract: A systematic WKB-type expansion in a parameter measuring the strength of the fluctuations is performed for the transition probability density of the Markovian processes generated by Langevin equations. We use functional integral techniques and treat the general case in which the diffusion matrix determines a Riemannian space.

Date: 1980
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:101:y:1980:i:2:p:301-323

DOI: 10.1016/0378-4371(80)90179-X

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