On the functional integral representation of general continuous markov processes

H. Dekker

Physica A: Statistical Mechanics and its Applications, 1978, vol. 94, issue 2, 339-353

Abstract: 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.

Date: 1978
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:94:y:1978:i:2:p:339-353

DOI: 10.1016/0378-4371(78)90103-6

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