On path integrals and stationary probability distributions for stochastic systems

DOI10.1088/0305-4470/26/17/051MaRDI QIDQ4299342zbMATH OpenOpenAlexFDO

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

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)

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(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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