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

zbMATH Keywords

Langevin equationmethod of steepest descentsstationary probability distributionPath integral representations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Path integrals in quantum mechanics (81S40)

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