Functional integral approach for multiplicative stochastic processes
نویسندگان
چکیده
منابع مشابه
0 Functional integral approach for multiplicative stochastic processes
We present a functional formalism to derive a generating functional for correlation functions of a multiplicative stochastic process represented by a Langevin equation. We deduce a path integral over a set of fermionic and bosonic variables without performing any time discretization. The usual prescriptions to define the Wiener integral appear in our formalism in the definition of Green functio...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2010
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.81.051113