Time Change Representation of Stochastic Integrals
نویسندگان
چکیده
منابع مشابه
Local-time representation of path integrals.
We derive a local-time path-integral representation for a generic one-dimensional time-independent system. In particular, we show how to rephrase the matrix elements of the Bloch density matrix as a path integral over x-dependent local-time profiles. The latter quantify the time that the sample paths x(t) in the Feynman path integral spend in the vicinity of an arbitrary point x. Generalization...
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ژورنال
عنوان ژورنال: Теория вероятностей и ее применения
سال: 2001
ISSN: 0040-361X
DOI: 10.4213/tvp3906