Functional Integral Approach to the Solution of a System of Stochastic Differential Equations

被引：0
|
作者：
Ayryan, Edik [1 ,2 ]
Egorov, Alexander [3 ]
Kulyabov, Dmitri [1 ,2 ]
Malyutin, Victor [3 ]
Sevastianov, Leonid [2 ,4 ]
机构：
[1] Joint Inst Nucl Res, Lab Informat Technol, Dubna, Russia
[2] Peoples Friendship Univ Russia RUDN Univ, Moscow, Russia
[3] Natl Acad Sci Belarus, Inst Math, Minsk, BELARUS
[4] Joint Inst Nucl Res, Bogoliubov Lab Theoret Phys, Dubna, Russia
来源：
MATHEMATICAL MODELING AND COMPUTATIONAL PHYSICS 2017 (MMCP 2017) | 2018年 / 173卷
关键词：
D O I：
10.1051/epjconf/201817302003
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
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 means of the Onsager-Machlup functional technique for a special case when the diffusion matrix for the SDE system defines a Riemannian space with zero curvature.
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页数：4
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