Path Integral Methods for Stochastic Differential Equations

Autor:	Chow, Carson C., Buice, Michael A.
Rok vydání:	2010
Předmět:	Nonlinear Sciences - Adaptation and Self-Organizing Systems
Druh dokumentu:	Working Paper
Popis:	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. Comment: revised version
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1009.5966 Zobrazit plný text záznamu View this record from Arxiv