scientific article; zbMATH DE number 3913382

MaRDI QIDQ3689957zbMATH OpenFDO

Authors David Elderfield

Publication date 1985

zbMATH Keywords

Fokker-Planck equationmultiplicative stochastic processespath integralreaction-diffusion models

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic mechanics (including stochastic electrodynamics) (81P20) Feynman integrals and graphs; applications of algebraic topology and algebraic geometry (81Q30)

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(3)

• Universality of non-extensive Tsallis statistics and time series analysis: theory and applications
• Sensitive terms in the path integral: Ordering and stochastic options
• Rules of calculus in the path integral representation of white noise Langevin equations: the Onsager-Machlup approach

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