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Occurence Probabilities of Stochastic Paths

Dirk Helbing·Rolf Molini
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Abstract

An analytical formula for the occurence probability of Markovian stochastic paths with repeatedly visited and/or equal departure rates is derived. This formula is essential for an efficient investigation of the trajectories belonging to random walk models and for a numerical evaluation of the `contracted path integral solution' of the discrete master equation [Phys. Lett. A 195, 128 (1994)].

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Dirk Helbing, Rolf Molini. 1998-05-25. Occurence Probabilities of Stochastic Paths. https://doi.org/10.1016/0375-9601(96)00010-2

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