Weak noise expansions through functional integrals for colored noise

DOI10.1007/BF01058435zbMath0943.82566MaRDI QIDQ1279087

K. Appert

Publication date: 4 September 2000

Published in: Journal of Statistical Physics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationscolored noiseperturbation expansionsnon-Markovian processes

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Path integrals in quantum mechanics (81S40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (1)

Effective potential and weak noise transitions.

Cites Work

• Langevin-like equation with colored noise
• On the Perturbation Expansion for the Fokker-Planck Dynamics
• Unnamed Item

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