Rules of calculus in the path integral representation of white noise Langevin equations: the Onsager–Machlup approach

DOI10.1088/1751-8121/aa7dd6zbMath1376.82082arXiv1704.03501OpenAlexW2607432770MaRDI QIDQ5365162

Vivien Lecomte, Leticia F. Cugliandolo

Publication date: 6 October 2017

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.03501

zbMATH Keywords

stochastic processesLangevin equationOnsager-Machlup functionalpath-integral formalismstochastic chain rule

Mathematics Subject Classification ID

Path integrals in quantum mechanics (81S40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Irreversible thermodynamics, including Onsager-Machlup theory (82C35)

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