WKB-type expansion for Langevin equation
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F. Langouche; D. Roekaerts; E. Tirapegui
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Article
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1981
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Elsevier Science
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English
β 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