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.Comment: 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/33