Exponential power series expansion for the propagator of general diffusion processes

DOI10.1016/0378-4371(93)90605-4MaRDI QIDQ1330360zbMATH OpenOpenAlexFDO

Authors Alexander N. Drozdov

Publication date 20 September 1994

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-4371(93)90605-4

zbMATH Keywords

diffusion processquantum mechanicspath integral methodsexponential power series expansion

Mathematics Subject Classification ID

Diffusion processes (60J60) Path integrals in quantum mechanics (81S40)

Recommendations

• Time series path integral expansions for stochastic processes
• THE EXPONENT EXPANSION: AN EFFECTIVE APPROXIMATION OF TRANSITION PROBABILITIES OF DIFFUSION PROCESSES AND PRICING KERNELS OF FINANCIAL DERIVATIVES
• Gauge invariant asymptotic expansion of Schrödinger propagators on manifolds
• Small-time expansion of the Fokker-Planck kernel for space and time dependent diffusion and drift coefficients
• Short-time propagators for nonlinear Fokker-Planck equations

Cites work

• scientific article; zbMATH DE number 3156046 (Why is no real title available?)
• scientific article; zbMATH DE number 3941846 (Why is no real title available?)
• scientific article; zbMATH DE number 3796268 (Why is no real title available?)
• scientific article; zbMATH DE number 3282537 (Why is no real title available?)
• Diffusion in a potential field: Path-integral approach
• Dynamical Theory in Curved Spaces. I. A Review of the Classical and Quantum Action Principles
• Equation of state calculations by fast computing machines
• Explicit unitary schemes to solve quantum operator equations of motion
• Exponential Operators and Parameter Differentiation in Quantum Physics
• Feynman Integrals and the Schrödinger Equation
• Fluctuations and Irreversible Processes
• On the Product of Semi-Groups of Operators
• On the Quantum Correction For Thermodynamic Equilibrium
• On the convergence of exponential operators-the Zassenhaus formula, BCH formula and systematic approximants
• Quasilinear approximations for the propagator of the Fokker-Planck equation
• Space-time approach to non-relativistic quantum mechanics
• The Fokker-Planck equation. Methods of solution and applications.

Cited in

(4)

• COMPUTATIONICS AND QUANTUM ANALYSIS
• KINETICS OF CRYSTAL GROWTH LIMITED BY RANDOM VELOCITY FIELDS
• Quantum Monte Carlo methods and general decomposition theory of exponential operators and symplectic integrators
• COMPUTATIONICS AND QUANTUM ANALYSIS

This page was built for publication: Exponential power series expansion for the propagator of general diffusion processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1330360)