Нашли опечатку? Выделите ее мышкой и нажмите Ctrl+Enter
Название: On the path integral representation of stochastic processes
Авторы: Kazuo Kitahara, Horia Metiu
We derive the path integral representation of the conditional probability for a Markovian process starting from the master equation. Existing derivations require both the variable and the transition probability to be extensive. We show that this requirement may be relaxed if Langer's formula for the transition probability is used. We prove that different path integral representations appearing in the literature are in fact equivalent and correspond to various choices of an arbitrary parameter.