@article{oai:teapot.lib.ocha.ac.jp:00034732,
 author = {Shibata, Fumiaki and Kawasaki, Harumi and Watabe, Miki},
 issue = {1},
 journal = {お茶の水女子大學自然科學報告},
 month = {Jul},
 note = {application/pdf, 紀要論文, On the basis of a mathematical theorem of stochastic processes, a path integral theory of Brownian motion is formulated. The abstract mathematical formula is transformed into a tractable path integral form. Besides formal manipulation, a practical method of evaluating the path integrals is presented and applied to linear and nonlinear problems of irreversible processes including Brownian motion of spins. Results are shown to be satisfactory.},
 pages = {25--44},
 title = {Path Integral Theory of Brownian Motion},
 volume = {43},
 year = {1992}
}