Functional Methods in Stochastic Systems

Abstract

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