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arXiv · cond-mat/9608120

Relations Between Markov Processes Via Local Time and Coordinate Transformations

A. Pelster·H. Kleinert
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Abstract

The Duru-Kleinert (DK) method of solving unknown path integrals of quantum mechanical systems by relating them to known ones does not apply to Markov processes since the DK-transform of a Fokker-Planck equation is in general not a Fokker-Planck equation. In this note, we present a significant modification of the method, based again on a combination of path-dependent time and coordinate transformations, to obtain such relations after all. As an application we express unknown Green functions for a one-parameter family of Markov processes in terms of the known one for the Schenzle-Brandt process.

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A. Pelster, H. Kleinert. 1996-12-01. Relations Between Markov Processes Via Local Time and Coordinate Transformations. https://doi.org/10.1103/physrevlett.78.565

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