Applications of white noise calculus to the computation of Feynman integrals
Diego de Falco and
Dinkar C. Khandekar
Stochastic Processes and their Applications, 1988, vol. 29, issue 2, 257-266
Abstract:
We apply white noise calculus to the computation, according to the rigorous definitions given by T. Hida and L. Streit, of Feynman path integrals. More precisely, we show how the Feynman propagator in a uniform magnetic field can be explicitly computed in terms of P. Lévy's stochastic area spanned by two-dimensional Brownian motion. By the same technique we also compute the propagator for a quadratic non local action of relevance in some approximate calculations of quantum motion in the field of randomly located scatterers.
Keywords: nonlinear; functionals; of; white; noise; quantum; mechanics; Feynman; path; integrals (search for similar items in EconPapers)
Date: 1988
References: Add references at CitEc
Citations: View citations in EconPapers (2)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(88)90041-5
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:29:y:1988:i:2:p:257-266
Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Stochastic Processes and their Applications is currently edited by T. Mikosch
More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().