Path Integral Methods for Stochastic Differential Equations
نویسندگان
چکیده
منابع مشابه
Path Integral Methods for Stochastic Differential Equations
Stochastic differential equations (SDEs) have multiple applications in mathematical neuroscience and are notoriously difficult. Here, we give a self-contained pedagogical review of perturbative field theoretic and path integral methods to calculate moments of the probability density function of SDEs. The methods can be extended to high dimensional systems such as networks of coupled neurons and...
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ژورنال
عنوان ژورنال: The Journal of Mathematical Neuroscience
سال: 2015
ISSN: 2190-8567
DOI: 10.1186/s13408-015-0018-5