The goal of this chapter is to develop Wiener's path integral formulation of stochastic processes, with particular emphasis on its application to nonequilibrium thermodynamics. After deriving the path integral for the propagator of a free Brownian particle, its extension to a particle in a force field is determined. Then, in Section 6.3, we dene the minimum path and the quadratic approximation. At the end, a few examples of applications are illustrated.
Path Integrals
MAURI, ROBERTO
2013-01-01
Abstract
The goal of this chapter is to develop Wiener's path integral formulation of stochastic processes, with particular emphasis on its application to nonequilibrium thermodynamics. After deriving the path integral for the propagator of a free Brownian particle, its extension to a particle in a force field is determined. Then, in Section 6.3, we dene the minimum path and the quadratic approximation. At the end, a few examples of applications are illustrated.File in questo prodotto:
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