6 research outputs found
Probability tree algorithm for general diffusion processes
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
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