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.

引用

页数：4

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