期刊
JOURNAL OF CHEMICAL PHYSICS
卷 141, 期 4, 页码 -出版社
AIP Publishing
DOI: 10.1063/1.4890968
关键词
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资金
- National 973 Project [2010CB529200]
- Natural Science Foundation of China (NSFC) [NSFC61073087, NSFC91029738]
We demonstrate that previous path integral formulations for the general stochastic interpretation generate incomplete results exemplified by the geometric Brownian motion. We thus develop a novel path integral formulation for the overdamped Langevin equation with multiplicative noise. The present path integral leads to the corresponding Fokker-Planck equation, and naturally generates a normalized transition probability in examples. Our result solves the inconsistency of the previous path integral formulations for the general stochastic interpretation, and can have wide applications in chemical and physical stochastic processes. (C) 2014 AIP Publishing LLC.
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