Ornstein-Uhlenbeck path integral and its application
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Publication:5937961
DOI10.1023/A:1010780220954zbMath0989.47033MaRDI QIDQ5937961
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
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