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Variational Perturbation Theory for Markov Processes

Hagen Kleinert, Axel Pelster, Mihai V. Putz

cond-matarXiv:cond-mat/0202378

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.

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