Investigation of a class of stochastic processes using path-integral techniques
DOI10.1088/0305-4470/24/6/014zbMATH Open0722.60053OpenAlexW2058487140MaRDI QIDQ3209948FDOQ3209948
Authors: K. M. Rattray, Alan J. McKane 
Publication date: 1991
Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/0305-4470/24/6/014
Recommendations
- Publication:3201195
- A path integral approach to the Langevin equation
- Numerical path integral calculation of the probability function and exit time: an application to non-gradient drift forces
- Effective Markovian approximation for non-Gaussian noises: A path integral approach
- Rules of calculus in the path integral representation of white noise Langevin equations: the Onsager-Machlup approach
Langevin equationmethod of steepest descentsstationary probability distributionPath integral representations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Path integrals in quantum mechanics (81S40)
Cited In (12)
- Stochastic Mehler kernels via oscillatory path integrals
- Stochastic path power and the Laplace transform
- Numerical path integral calculation of the probability function and exit time: an application to non-gradient drift forces
- Title not available (Why is that?)
- Time series path integral expansions for stochastic processes
- A path integral approach to the Langevin equation
- Title not available (Why is that?)
- On path integrals and stationary probability distributions for stochastic systems
- Effective Markovian approximation for non-Gaussian noises: A path integral approach
- Passage over a random energy barrier with dynamical disorder
- Construction of stationary distribution functions for a system of stochastic Langevin-type equations
- Beyond the Fokker-Planck equation: pathwise control of noisy bistable systems
This page was built for publication: Investigation of a class of stochastic processes using path-integral techniques
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3209948)
