On path integrals for the high-dimensional Brownian bridge
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Publication:1208568
DOI10.1016/S0377-0427(92)90010-UzbMath0765.60065arXivmath/0404047MaRDI QIDQ1208568
Mathew D. Penrose, Robin Pemantle
Publication date: 16 May 1993
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0404047
Green's functionSchrödinger equationBrownian bridgeFeynman-Kac formulastatistical mechanicsmoment generating functions
Brownian motion (60J65) Other physical applications of random processes (60K40) Stochastic analysis (60H99)
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