1 research outputs found
Functional Methods in Stochastic Systems
Field-theoretic construction of functional representations of solutions of
stochastic differential equations and master equations is reviewed. A generic
expression for the generating function of Green functions of stochastic systems
is put forward. Relation of ambiguities in stochastic differential equations
and in the functional representations is discussed. Ordinary differential
equations for expectation values and correlation functions are inferred with
the aid of a variational approach.Comment: Plenary talk presented at Mathematical Modeling and Computational
Science. International Conference, MMCP 2011, Star\'a Lesn\'a, Slovakia, July
4-8, 201