RELATIONS BETWEEN MARKOV-PROCESSES VIA LOCAL TIME AND COORDINATE TRANSFORMATIONS

The Duru-Kleinert method of solving unknown path integrals of quantum mechanical systems by relating them to known ones does not apply to Ma rkov processes since the Duru-Kleinert transform of a Fokker-Planck eq uation is, in general, not a Fokker-Planck equation. In this Letter, w e present a significant modification of the method, based again on a c ombination of path-dependent time and coordinate transformations, to o btain such relations after all. As an application we express unknown G reen functions for a one-parameter family of Markov processes in terms of the known one for the Schenzle-Brand process.