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

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...

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Bibliographic Details
Main Authors: Ayryan Edik, Egorov Alexander, Kulyabov Dmitri, Malyutin Victor, Sevastianov Leonid
Format: Article
Language:English
Published: EDP Sciences 2018-01-01
Series:EPJ Web of Conferences
Online Access:https://doi.org/10.1051/epjconf/201817302003

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