Path integral methods for stochastic differential equations
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Abstract: We give a pedagogical review of the application of field theoretic and path integral methods to calculate moments of the probability density function of stochastic differential equations perturbatively.
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Cited in
(36)- Accurate dynamics from self-consistent memory in stochastic chemical reactions with small copy numbers
- A stochastic field theory for the evolution of quantitative traits in finite populations
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- Path integral methods for the dynamics of stochastic and disordered systems
- A path integral approach to the Hodgkin-Huxley model
- Path-integral calculation of multivariate Fokker-Planck systems
- Application of the path integral for calculation of simultaneous probability density
- A path-integral approximation for non-linear diffusions
- Construction of stochastic hybrid path integrals using operator methods
- Dynamic mean-field theory for continuous random networks
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- An optimization-based equilibrium measure describing fixed points of non-equilibrium dynamics: application to the edge of chaos
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- A path-integral approach to Bayesian inference for inverse problems using the semiclassical approximation
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- Stochastic Neural Field Theory
- Unified field theoretical approach to deep and recurrent neuronal networks
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