Abstract
Stochastic processes with memory subjected to a periodic boundary condition are investigated. The transition probability function for some types of memory behavior is calculated by summing over all possible paths within a white noise functional integral framework. Specific examples such as processes in spaces with circular topology and wedges are discussed.
Dedicated to Ludwig Streit on his 75th birthday.
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Bernido, C.C., Carpio-Bernido, M.V. (2016). Transition Probabilities for Processes with Memory on Topological Non-trivial Spaces. In: Bernido, C., Carpio-Bernido, M., Grothaus, M., Kuna, T., Oliveira, M., da Silva, J. (eds) Stochastic and Infinite Dimensional Analysis. Trends in Mathematics. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-07245-6_3
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DOI: https://doi.org/10.1007/978-3-319-07245-6_3
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