Application of the path integral for calculation of simultaneous probability density
Dalʹnevostočnyj matematičeskij žurnal, Tome 17 (2017) no. 1, pp. 22-29

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Probability density of a random process was calculated for the linear problem of stochastic dynamics. The result obtained was shown to require the definition of the Green's function of the corresponding problem. The formulas were applied for analysis of one-dimensional Langevin equations and of the particle motion under the influence of random external forces in the presence of linear friction.
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     author = {M. A. Guzev},
     title = {Application of the path integral for calculation of simultaneous probability density},
     journal = {Dalʹnevosto\v{c}nyj matemati\v{c}eskij \v{z}urnal},
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     volume = {17},
     number = {1},
     year = {2017},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/DVMG_2017_17_1_a2/}
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M. A. Guzev. Application of the path integral for calculation of simultaneous probability density. Dalʹnevostočnyj matematičeskij žurnal, Tome 17 (2017) no. 1, pp. 22-29. http://geodesic.mathdoc.fr/item/DVMG_2017_17_1_a2/