Variational Perturbation Theory for Markov Processes

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.

Author Information under http://www.physik.fu-berlin.de/~kleinert/institution.html Latest update of paper also at http://www.physik.fu-berlin.de/~kleinert/334

References in corpus (2)

• The Fokker-Planck equation for bistable potential in the optimized expansion
• Variational Perturbation Theory for the Ground-State Wave Function

Cited by in corpus (5)

• Can fluctuating quantum states acquire the classical behavior on large scale?
• Variational calculation of the limit cycle and its frequency in a two-neuron model with delay
• Variational Perturbation Theory for Fokker-Planck Equation with Nonlinear Drift
• Large-D Expansion from Variational Perturbation Theory
• Is the quantum hydrodynamic analogy more general than the Schroedinger approach?