WKB-type expansion for Langevin equations

F. Langouche, D. Roekaerts and E. Tirapegui

Physica A: Statistical Mechanics and its Applications, 1981, vol. 108, issue 1, 221-232

Abstract: We show how to compute in a covariant way the WKB-type expansion for the transition probability density of the Markovian processes generated by general multiplicative noise Langevin equations. The method uses phase space functional integrals and normal coordinates around the classical path. We compare with our earlier non-covariant methods and compute explicitly the first order correction to the WKB-approximation.

Date: 1981
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:108:y:1981:i:1:p:221-232

DOI: 10.1016/0378-4371(81)90176-X

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