Variational Perturbation Theory for Markov Processes

Details Variational Perturbation Theory for Markov Processes Variational Perturbation Theory for Markov Processes

2002-02-21

arxiv.org/abs/cond-mat/0202378v1

Physical Review E 65, 066128/1-7 (2002)

Physics

Condensed Matter

Author Information under http://www.physik.fu-berlin.de/~kleinert/institution.html Latest update of paper also at http://www

Scientific paper

10.1103/PhysRevE.65.066128

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.

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