Steepest descent approximation for the FokkerPlanck equation
Abstract
The steepest descent approximation is used in the functional integral representation of the solution of the FokkerPlanck equation. The calculation includes the Gaussian integrals of fluctuations around the classical solution. The problem of the prescription dependence of the functional integral is solved previously by transforming the representation to one involving a prescription independent functional integral.
 Publication:

Physica A Statistical Mechanics and its Applications
 Pub Date:
 June 1979
 DOI:
 10.1016/03784371(79)900918
 Bibcode:
 1979PhyA...97..195L