On the solution of the Fokker-Planck diffusion equation by the path integral method
Abstract
A dynamical system with probability density of state satisfying the Fokker-Planck diffusion equation is considered by starting from a Langevin type of equation. The path integral method is applied in solving the basic equation of random processes and it is shown that the variational principle plays an important role in finding the fundamental solution to the linear problem.
URI
http://link.springer.com/article/10.1007/BF02726284http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/45445
Citation
O. Malo (1976). On the solution of the Fokker-Planck diffusion equation by the path integral method. Il Nuovo Cimento B Series 11 Settembre, Volume 35, Issue 1, pp 70-76Publisher
Department of Physics, University of Nairobi