Ornstein-Uhlenbeck path integral and its application (Q5937961)
From MaRDI portal
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 |
Statements
Ornstein-Uhlenbeck path integral and its application (English)
0 references
22 July 2002
0 references
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.
0 references
path integral
0 references
Ornstein-Uhlenbeck process
0 references
potential
0 references
Wiener process
0 references