arXiv Open Access 2010

Path Integral Methods for Stochastic Differential Equations

Carson C. Chow Michael A. Buice
Lihat Sumber

Abstrak

We give a pedagogical review of the application of field theoretic and path integral methods to calculate moments of the probability density function of stochastic differential equations perturbatively.

Topik & Kata Kunci

Penulis (2)

C

Carson C. Chow

M

Michael A. Buice

Format Sitasi

Chow, C.C., Buice, M.A. (2010). Path Integral Methods for Stochastic Differential Equations. https://arxiv.org/abs/1009.5966

Akses Cepat

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Informasi Jurnal
Tahun Terbit
2010
Bahasa
en
Sumber Database
arXiv
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Open Access ✓