Short derivation of Feynman Lagrangian for general diffusion processes
From MaRDI portal
Publication:3854420
DOI10.1088/0305-4470/13/2/013zbMath0421.60097OpenAlexW1970335203MaRDI QIDQ3854420
No author found.
Publication date: 1980
Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/0305-4470/13/2/013
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Feynman integrals and graphs; applications of algebraic topology and algebraic geometry (81Q30) Stochastic integrals (60H05)
Related Items
Statistical mechanics of nonlinear nonequilibrium financial markets: Applications to optimized trading, Large deviations at level 2.5 and for trajectories observables of diffusion processes: the missing parts with respect to their random-walks counterparts, Application of statistical mechanics methodology to term-structure bond- pricing models, Data mining and knowledge discovery via statistical mechanics in nonlinear stochastic systems, Statistical mechanics of financial markets: exponential modifications to Black-Scholes.