Steepest descent approximation for the Fokker-Planck equation

The steepest descent approximation is used in the functional integral representation of the solution of the Fokker-Planck equation. The calculation includes the Gaussian integrals of fluctuations around the classical solution. The problem of the prescription dependence of the functional integral is solved previously by transforming the representation to one involving a prescription independent functional integral.

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Year of publication:	1979
Authors:	Langouche, F. ; Roekaerts, D. ; Tirapegui, E.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 97.1979, 1, p. 195-205
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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