Work

Relations between Markov Processes via Local Time and Coordinate Transformations

Year: 1997
Type: article
Abstract: The Duru-Kleinert method of solving unknown path integrals of quantum mechanical systems by relating them to known ones does not apply to Markov processes since the Duru-Kleinert transform of a Fokker-Planck equation is, in general, not a Fokker-Planck equation. In this Letter, we present a significant modification of the method, based again on a combination of path-dependent time and coordinate transformations, to obtain such relations after all. As an application we express unknown Green functions for a one-parameter family of Markov processes in terms of the known one for the Schenzle-Brand process.
Language: English
Open Access status: green
OpenAlex ID: W2007902662
FWCI: 2.927
Cites: 23
Cited by: 10
Related to: 10