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    Probability tree algorithm for general diffusion processes

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    Motivated by path-integral numerical solutions of diffusion processes, PATHINT, we present a new tree algorithm, PATHTREE, which permits extremely fast accurate computation of probability distributions of a large class of general nonlinear diffusion processes

    1.1. Path Integral Solution of Diffusion Processes

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    Motivated by path-integral numerical solutions of diffusion processes, PATHINT, wepresent anew tree algorithm, PATHTREE, which permits extremely fast accurate computation of probability distributions of a large class of general nonlinear diffusion processes. Ke ywords: path integral; statistical mechanic
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