The Path Integral for a Markov Stochastic Process

Horacio S. Wio

Michio Masujima

Масуд Чайчиан, Andrey P. Demichev

Alice Mae Young, Cécile DeWitt-Morette

M. S. Wang

A relation between the kernel of a quantum system in Feynman's path-integral theory and the transition probability of the corresponding Markov process, with the diffusion coefficient rotated to the imaginary axis, is obtained in the framework of stochastic mechanics. If a stationary state is considered, the relation reduces to a form relating a Euclidean (i.e., imaginary time) quantum theory to a Markov process.