𝔖 Bobbio Scriptorium
✦   LIBER   ✦

WKB-type expansion for Langevin equations

✍ Scribed by F. Langouche; D. Roekaerts; E. Tirapegui


Publisher
Elsevier Science
Year
1980
Tongue
English
Weight
825 KB
Volume
101
Category
Article
ISSN
0378-4371

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


WKB-type expansion for Langevin equation
✍ F. Langouche; D. Roekaerts; E. Tirapegui πŸ“‚ Article πŸ“… 1981 πŸ› Elsevier Science 🌐 English βš– 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