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A Contracted Path Integral Solution of the Discrete Master Equation

Dirk Helbing
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Abstract

A new representation of the exact time dependent solution of the discrete master equation is derived. This representation can be considered as contraction of the path integral solution of Haken. It allows the calculation of the probability distribution of the occurence time for each path and is suitable as basis of new computational solution methods.

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Dirk Helbing. 1998-05-14. A Contracted Path Integral Solution of the Discrete Master Equation. https://doi.org/10.1016/0375-9601(94)90085-x

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