Functional integral for parabolic differential equations

DOI10.1088/0305-4470/18/17/012zbMATH Open0586.35048OpenAlexW2070085619MaRDI QIDQ3712693FDOQ3712693

Authors: Robert Alicki, Danuta Makowiec 

Publication date: 1985

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/18/17/012

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zbMATH Keywords

convergencepath integralsdiscretisation procedureparabolic second- order differential equations

Mathematics Subject Classification ID

Integral representations of solutions to PDEs (35C15) Second-order parabolic equations (35K10) Theoretical approximation in context of PDEs (35A35)

Cited In (6)

• A parabolic trace type functional differential equation
• Numerical path integral calculation of the probability function and exit time: an application to non-gradient drift forces
• Parabolic functional differential equations with a controlled transformation of spatial arguments
• Wiener and Poisson process regularization for coherent-state path integrals
• INTEGRAL EQUATIONS FOR PARABOLOIDAL WAVE FUNCTIONS (I)
• Continuous-discrete path integral filtering

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