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Steepest descent approximation for the Fokker-Planck equation

F. Langouche, D. Roekaerts and E. Tirapegui

Physica A: Statistical Mechanics and its Applications, 1979, vol. 97, issue 1, 195-205

Abstract: The steepest descent approximation is used in the functional integral representation of the solution of the Fokker-Planck equation. The calculation includes the Gaussian integrals of fluctuations around the classical solution. The problem of the prescription dependence of the functional integral is solved previously by transforming the representation to one involving a prescription independent functional integral.

Date: 1979
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:97:y:1979:i:1:p:195-205

DOI: 10.1016/0378-4371(79)90091-8

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