Path integrals for stochastic processes. An introduction
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Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) General theory of stochastic processes (60G07) Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Other physical applications of random processes (60K40) Feynman integrals and graphs; applications of algebraic topology and algebraic geometry (81Q30)
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- Variational principles and Lagrangian functions for stochastic processes and their dissipative statistical descriptions
- Distributions in the physical and engineering sciences. Volume 3. Random and anomalous fractional dynamics in continuous media
- Hamilton-Jacobi and Fokker-Planck equations for the harmonic oscillator
- Hamilton-Jacobi and Fokker-Planck equations for the harmonic oscillator in the inertial regime
- Path integral formulation of fractionally perturbed Lagrangian oscillators on fractal
- Time series path integral expansions for stochastic processes
- A path integral approach to the Hodgkin-Huxley model
- Stochastic dynamics of planar magnetic moments in a three-dimensional environment
- Historical survey: the chronicles of fractional calculus
- Brownian motion of charged particle in oblique electric and magnetic fields with frictional anisotropy
- The nonequilibrium potential today: a short review
- The heat distribution of the underdamped Langevin equation
- scientific article; zbMATH DE number 1595173 (Why is no real title available?)
- Stochastic Mehler kernels via oscillatory path integrals
- Some fractional and multifractional Gaussian processes: a brief introduction
- Non-Markov physical processes
- Non-normality, reactivity, and intrinsic stochasticity in neural dynamics: a non-equilibrium potential approach
- scientific article; zbMATH DE number 5605428 (Why is no real title available?)
- scientific article; zbMATH DE number 3913382 (Why is no real title available?)
- Beyond the triangle. Brownian motion, Ito calculus, and Fokker-Planck equation: fractional generalizations
- Characterization of classical Gaussian processes using quantum probes
- Estimating the most probable transition time for stochastic dynamical systems
- Fractional Schrödinger equation in gravitational optics
- Pressure statistics from the path integral for Darcy flow through random porous media
- Probabilities for informational free lunches in stochastic thermodynamics
- Variational approach to KPZ: Fluctuation theorems and large deviation function for entropy production
- Fluctuation theorems and large-deviation functions in systems not featuring a steady state
- Addressing the curse of dimensionality in stochastic dynamics: a Wiener path integral variational formulation with free boundaries
- The heat distribution in a logarithm potential
- The most probable transition paths of stochastic dynamical systems: a sufficient and necessary characterisation
- The semiclassical approximation of multiple functional integrals
- Generalized free energy and dynamical state transition of the dyonic AdS black hole in the grand canonical ensemble
- Semiclassical approximation of functional integrals containing the centrifugal potential
- Path integral over reparametrizations: Lévy flights versus random walks
- Stochastic path power and the Laplace transform
- A unifying representation of path integrals for fractional Brownian motions
- Path integrals in stochastic engineering dynamics
- Action formalism for geometric phases from self-closing quantum trajectories
- Brownian fluctuations of a non-confining potential
- Brownian fluctuations of kinetic energy under Lorentz force
- On the limitations of the Wiener path integral most probable path technique for solving nonlinear Itô stochastic differential equations
- Approximate calculation of functional integrals arising from the operator approach
- Classical geometric fluctuation relations
- Turbulent pipe flow of thixotropic fluids
- A generalized transformed path integral approach for stochastic processes
- Option pricing in a stochastic delay volatility model
- Probability flow approach to the Onsager-Machlup functional for jump-diffusion processes
- Characterization of the most probable transition paths of stochastic dynamical systems with stable Lévy noise
- Path-integrals and optimal paths for the fractional Ornstein-Uhlenbeck process
- From Feynman-Vernon to Wiener stochastic path integral
- Complex paths for real stochastic processes
- Fractional motions
- The free action of nonequilibrium dynamics
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