On path integrals and stationary probability distributions for stochastic systems

DOI10.1088/0305-4470/26/17/051zbMATH Open0797.60070OpenAlexW1992935659MaRDI QIDQ4299342FDOQ4299342

Authors:

Publication date: 10 October 1994

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/26/17/051

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zbMATH Keywords

stationary probability distributionpath-integral methods

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Generalized stochastic processes (60G20) Other physical applications of random processes (60K40)

Cited In (4)

• Path-integral calculation of multivariate Fokker-Planck systems
• Path probability of stochastic motion: a functional approach
• On path integrals and stationary probability distributions for stochastic systems: a reply
• Path integral derivation and numerical computation of large deviation prefactors for non-equilibrium dynamics through matrix Riccati equations

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