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WKB-type expansion for Langevin equations

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

Abstract

We show how to compute in a covariant way the WKB-type expansion for the transition probability density of the Markovian processes generated by general multiplicative noise Langevin equations. The method uses phase space functional integrals and normal coordinates around the classical path. We compare with our earlier non-covariant methods and compute explicitly the first order correction to the WKB-approximation.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:phsmap:v:108:y:1981:i:1:p:221-232
    DOI: 10.1016/0378-4371(81)90176-X
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    1. 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.
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    Cited by:

    1. 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.

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