Starting from a forward-backward path integral of a point particle in a bath of harmonic oscillators, we derive the Fokker-Planck and Langevin equations with and without inertia. Special emphasis is placed upon the correct operator order in the time evolution operator. The crucial step is the evalua
✦ LIBER ✦
Stochastic quantization and path integral formulation of Fokker-Planck equation
✍ Scribed by L. Garrido; D. Lurié; M. San Miguel
- Publisher
- Elsevier Science
- Year
- 1978
- Tongue
- English
- Weight
- 222 KB
- Volume
- 67
- Category
- Article
- ISSN
- 0375-9601
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An alternative description of stochastic processes in nonlinear systems is considered. It is shown that among the possible forms of the Fokker-Planck and the Langevin equations (Ito, Stratonovich, and kinetic forms) the kinetic form is more natural from the point of view of the statistical theory. A