Numerical evaluation of path integrals.

MaRDI QIDQ2769275zbMATH OpenFDO

Authors Miki Watabe, Harumi Kawasaki, Natsuki Hashitsume, Fumiaki Shibata

Publication date 5 February 2002

Published in Natural Science Report of the Ochanomizu University (Search for Journal in Brave)

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Numerical integration (65D30) Irreversible thermodynamics, including Onsager-Machlup theory (82C35)

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