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WKB-type expansion for Langevin equations

Author

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  • Langouche, F.
  • Roekaerts, D.
  • Tirapegui, E.

Abstract

A systematic WKB-type expansion in a parameter measuring the strength of the fluctuations is performed for the transition probability density of the Markovian processes generated by Langevin equations. We use functional integral techniques and treat the general case in which the diffusion matrix determines a Riemannian space.

Suggested Citation

  • Langouche, F. & Roekaerts, D. & Tirapegui, E., 1980. "WKB-type expansion for Langevin equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 101(2), pages 301-323.
    • Handle: RePEc:eee:phsmap:v:101:y:1980:i:2:p:301-323
    DOI: 10.1016/0378-4371(80)90179-X
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    Cited by:

    1. Morozov, V.G., 1984. "On the Langevin formalism for nonlinear and nonequilibrium hydrodynamic fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 126(3), pages 443-460.
    2. Alicki, R. & Langouche, F. & Roekaerts, D., 1982. "Semi-classical approximation for a class of quantum dynamical semigroups," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 111(3), pages 622-632.
    3. Langouche, F. & Roekaerts, D. & Tirapegui, E., 1981. "WKB-type expansion for Langevin equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 108(1), pages 221-232.
    4. Dekker, H., 1980. "On the path integral for diffusion in curved spaces," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 103(3), pages 586-596.

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