Path integral for diffusion equations

DOI10.14492/HOKMJ/1381518221MaRDI QIDQ1094723zbMATH OpenOpenAlexFDO

Authors Akihiko Inoue

Publication date 1986

Published in Hokkaido Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14492/hokmj/1381518221

zbMATH Keywords

diffusion equationFeynman integralpath integralSchrödinger equation

Mathematics Subject Classification ID

Set functions and measures on spaces with additional structure (28C99) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic analysis (60H99)

Review text

The author considers the path integral for the diffusion equation defined on a Riemannian manifold and compares it to Feynman's path integral for the Schrödinger equation.

Cited in

(3)

• A path-integral approximation for non-linear diffusions
• A graph discretized approximation of semigroups for diffusion with drift and killing on a complete Riemannian manifold
• Path integral for a hyperbolic system of the first order

This page was built for publication: Path integral for diffusion equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1094723)