Brownian motion calculus via path integrals |
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| Authors: | B.H. Lavenda |
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| Affiliation: | 1. Istituto di Fisica Sperimentale, Università di Napoli, Naples, Italy;2. TEMA, Bologna, Italy |
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| Abstract: | A stochastic calculus is derived by a path integral expansion of the conditional probability density about the most probable path for a fluctuation. The new term in the stochastic calculus is related to the dispersion in fluctuations from the most probable path and this can be expressed in terms of the excess entropy. |
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