Variational perturbation theory for Markov processes

Hagen Kleinert, Axel Pelster, and Mihai V. Putz
Phys. Rev. E 65, 066128 – Published 28 June 2002
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Abstract

We develop a convergent variational perturbation theory for conditional probability densities of Markov processes. The power of the theory is illustrated by applying it to the diffusion of a particle in an anharmonic potential.

  • Received 16 August 2001

DOI:https://doi.org/10.1103/PhysRevE.65.066128

©2002 American Physical Society

Authors & Affiliations

Hagen Kleinert*, Axel Pelster, and Mihai V. Putz

  • Institut für Theoretische Physik, Freie Universität Berlin, Arnimallee 14, D-14195 Berlin, Germany

  • *Email address: kleinert@physik.fu-berlin.de
  • Email address: pelster@physik.fu-berlin.de
  • Email address: putz@physik.fu-berlin.de

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Issue

Vol. 65, Iss. 6 — June 2002

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