Functional integral for parabolic differential equations

DOI10.1088/0305-4470/18/17/012zbMath0586.35048OpenAlexW2070085619MaRDI QIDQ3712693

Danuta Makowiec, Robert Alicki

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

zbMATH Keywords

convergencepath integralsdiscretisation procedureparabolic second- order differential equations

Mathematics Subject Classification ID

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

Related Items (3)

Continuous-discrete path integral filtering ⋮ Numerical path integral calculation of the probability function and exit time: an application to non-gradient drift forces ⋮ Wiener and Poisson process regularization for coherent-state path integrals

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