Functional Integral Approach to the Solution of a System of Stochastic Differential Equations
A new method for the evaluation of the characteristics of the solution of a system of stochastic differential equations is presented. This method is based on the representation of a probability density function p through a functional integral. The functional integral representation is obtained by me...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2018-01-01
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| Series: | EPJ Web of Conferences |
| Online Access: | https://doi.org/10.1051/epjconf/201817302003 |