Ornstein-Uhlenbeck path integral and its application

DOI10.1023/A:1010780220954zbMath0989.47033MaRDI QIDQ5937961

Hiroshi Ezawa

Publication date: 22 July 2002

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010780220954

zbMATH Keywords

potential; path integral; Wiener process; Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

60K40: Other physical applications of random processes

47D08: Schrödinger and Feynman-Kac semigroups

46T12: Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds