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A White Noise Approach to Phase Space Feynman Path Integrals
White Noise Analysis Feynman Integrals Mathematical Physics
2011/1/18
The concepts of phase space Feynman integrals in White Noise Analysis are established.As an example the harmonic oscillator is treated. The approach perfectly reproduces the right physics. I.e. , solu...
State and parameter estimation using Monte Carlo evaluation of path integrals
parameter estimation path integrals Monte Carlo
2010/4/6
Transferring information from observations of a dynamical system to estimate the fixed parameters and unobserved states of a system model can be formulated as the evaluation of a discrete time path in...