Year: 2019
Type: article
Abstract: We address the calculation of transition probabilities in multiplicative noise stochastic differential equations using a path integral approach. We show the equivalence between the conditional probability and the propagator of a quantum particle with variable mass. Introducing a time reparametrization, we are able to transform the problem of multiplicative noise fluctuations into an equivalent additive one. We illustrate the method by showing the explicit analytic computation of the conditional probability of a harmonic oscillator in a nonlinear multiplicative environment.
Source: Physical review. E
Institution: Universidade do Estado do Rio de Janeiro
Language: English
Subfield: Statistical and Nonlinear Physics
Field: Physics and Astronomy
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2920927327