Time substitutions in stochastic processes as a tool in path integration (Q1089685)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Time substitutions in stochastic processes as a tool in path integration |
scientific article |
Statements
Time substitutions in stochastic processes as a tool in path integration (English)
0 references
1986
0 references
In this note, written for physicists, the authors review the technique of time changes of diffusion processes in order to apply it to the solution of Schrödinger equations of a particle in a potential. The combined effect of coordinate changes and time changes on the solutions to diffusion equations is obtained via the representation of solutions as path integrals by means of the Feynman-Kac formula.
0 references
technique of time changes
0 references
solution of Schrödinger equations
0 references
representation of solutions as path integrals
0 references
Feynman-Kac formula
0 references