Path Integrals for Diffusion Processes in Riemannian Spaces

1978
3 pages
Published in:
  • Phys.Lett.A 69 (1978) 241-243

Citations per year

19781979198001
Abstract: (Elsevier)
The Onsager-Machlup lagrangian for general continuous Markov processes in curved spaces will be derived invoking (i) continuous and differentiable trajectories, (ii) a Fourier series analysis of stochastic paths and (iii) the principle of general covariance. No discretization rule will be required in order to put the continuous action on a lattice.
  • DIFFUSION
  • FIELD THEORY: PATH INTEGRAL
  • FUNCTIONAL ANALYSIS
  • STATISTICS: PHASE SPACE
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