Ornstein-Uhlenbeck path integral and its application (Q5937961): Difference between revisions
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Latest revision as of 09:40, 30 July 2024
scientific article; zbMATH DE number 1621301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ornstein-Uhlenbeck path integral and its application |
scientific article; zbMATH DE number 1621301 |
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Ornstein-Uhlenbeck path integral and its application (English)
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22 July 2002
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A path integral for the Ornstein-Uhlenbeck process distorted by a potential \(V(x)\) is introduced. The paper contains detailed investigation of \(T\to \infty\) limit of the probability distribution of \(X[\omega ] = 1/T^\nu\int_0^T V(\omega(t)) dt\) for Ornstein-Uhlenbeck process \(\omega(t)\), with appropriate values of the exponent \(\nu\). Comparison of the results with those for the Wiener process in included.
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path integral
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Ornstein-Uhlenbeck process
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potential
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Wiener process
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