Path Integral Associated with the Fokker-Planck Equation
Path integrals are discussed from a general view point for classical processes and for quantum processes. The one-dimensional Fokker-Planck equation is then studied in detail. With reference to recent literature its Lagrangian is obtained. Besides explicite construction of the path integral, emphasis is put on the structure of the equation of motion and its relation to a self-adjoint problem.
KeywordsGauge Transformation Master Equation Path Integral Constant Diffusion Schrodinger Equation
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