Application of the path integral for calculation of simultaneous probability density

MaRDI QIDQ4571800zbMATH OpenFDO

Authors

Publication date 29 June 2018

Full work available at URL http://mathnet.ru/eng/dvmg339

zbMATH Keywords

Gaussian processesLangevin equationpath integralsprobability densitystochastic dynamics

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• scientific article; zbMATH DE number 3913761

Cites work

• scientific article; zbMATH DE number 3806623 (Why is no real title available?)
• Path integral methods for stochastic differential equations
• Stochastic equations with the eyes of a physicist.
• Stochastic methods. A handbook for the natural and social sciences

Cited in

(1)

• Path Integral Distance for the Automated Data Interpretation

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