Short derivation of Feynman Lagrangian for general diffusion processes
Florentin Langouche, D. Roekaerts, E. Tirapegui · Journal of Physics A Mathematical and General · 1980
A short derivation of the Feynman Lagrangian for general diffusion processes is given by a technique relying on the use of different discretisations which are related by equivalence relations under the n-dimensional integral whose limit is the path integral. In this way calculation of the differential equation satisfied by the path integral is avoided.