A method is derived for calculating traiectory probabilities for a Brownian particle in configuration space and phase space on the basis of general principles of ibb's statistical mechanics. The method is freed of the usual theoretical limitations (i.e., a special form of the random process, a lack of correlation in the impulsive forces, etc.) and is applicable to various types of physical systems, including systems displaying an aftereffect. The method is illustrated for various examples of linear systems.
Department of Theoretical Physics