A generalized transformed path integral approach for stochastic processes

DOI10.1016/J.JCP.2025.113925MaRDI QIDQ6977939zbMATH OpenFDO

Authors Gnana Murugan Subramaniam, Prakash Vedula

Publication date 28 May 2025

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JCP.2025.113925

zbMATH Keywords

Fokker-Planck equationLiouville equationnon-white noisepath integralshort-time propagatorstochastic differential equations

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30)

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