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Novel perturbation expansion for the Langevin equation

โœ Scribed by Carl Bender; Fred Cooper; L. M. Simmons; Pinaki Roy; Greg Kilcup

Publisher
Springer
Year
1991
Tongue
English
Weight
961 KB
Volume
64
Category
Article
ISSN
0022-4715

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WKB-type expansion for Langevin equation
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WKB-type expansion for Langevin equation
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โœ F. Langouche; D. Roekaerts; E. Tirapegui ๐Ÿ“‚ Article ๐Ÿ“… 1981 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 453 KB

We show how to compute in a covariant way the WKB-type expansion for the transition probability density of the Markovian processes generated by general multiplicative noise Langevin equations. The method uses phase space functional integrals and normal coordinates around the classical path. We compa