Published 1993 | Version v1
Book Metadata-only

Elimination of variables in stochastic processes: A path integral point of view

Creators

  • 1. Centro Atomico Bariloche, Bariloche (Argentina)
  • 2. Cordoba Univ. Nacional, Cordoba (Argentina). Facultad de Matematica

Description

We present a non-adiabatic procedure for the elimination of variables in stochastic processes, based on the influence functional method of Feynman. Particularly, the case of multivariate Fokker-Planck equations, or equivalently a set of coupled Langevin equations driven by white noises, is analyzed, and some applications are discussed. (author). 8 refs

Part of:
Lectures on path integration: Trieste 1991

Additional details

Publishing Information

Publisher
World Scientific.
Imprint Place
Singapore (Singapore)
ISBN
981-02-1070-1
Imprint Title
Lectures on path integration: Trieste 1991
Imprint Pagination
598 p.
Journal Page Range
p. 577-581.

Conference

Title
Adriatico research conference and workshop on path integration.
Dates
26 Aug - 6 Sep 1991.
Place
Trieste (Italy).

INIS

Country of Publication
Singapore
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
24055200
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Resource subtype / Literary indicator
Conference
Descriptors DEI
FEYNMAN PATH INTEGRAL; FOKKER-PLANCK EQUATION; GAUSSIAN PROCESSES; LAGRANGIAN FUNCTION; LANGEVIN EQUATION; STOCHASTIC PROCESSES
Descriptors DEC
DIFFERENTIAL EQUATIONS; EQUATIONS; FUNCTIONS; INTEGRALS; PARTIAL DIFFERENTIAL EQUATIONS

Optional Information