Related papers: Functional integral approach for multiplicative st…
We discuss general multi-dimensional stochastic processes driven by a system of Langevin equations with multiplicative white noise. In particular, we address the problem of how time reversal diffusion processes are affected by the variety…
We present the path integral representation of the generating function for classical exclusive particle systems. By introducing hard-core bosonic creation and annihilation operators and appropriate commutation relations, we construct the…
We establish a direct connection between the Feynman-Vernon path integral formalism for open quantum systems and the Wiener path integral used in classical stochastic dynamics. By considering a generalized influence functional in the strong…
Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…
We study the Langevin equation with both a white noise and a colored noise. We construct the Lagrangian as well as the Hamiltonian for the generalized Langevin equation which leads naturally to a path integral description from first…
A supersymmetric path integral representation is developed for stochastic processes whose Langevin equation contains any number N of time derivatives, thus generalizing the Langevin equation with inertia studied by Kramers, where N=2. The…
We present an exact functional formalism to deal with linear Langevin equations with arbitrary memory kernels and driven by any noise structure characterized through its characteristic functional. No others hypothesis are assumed over the…
In a previous paper we have shown how, for bosonic fields, the generating functional in both relativistic quantum field theory and thermal field theory can be evaluated by use of a standard quantum mechanical path integral. In this paper we…
In this paper it is shown how the generating functional for Green's functions in relativistic quantum field theory and in thermal field theory can be evaluated in terms of a standard quantum mechanical path integral. With this calculational…
We revisit the construction of the fermionic path-integral representation of overdamped scalar Langevin processes with multiplicative white noise, focusing on the covariance of the generating functional under non-linear changes of…
In our paper, we introduce a path integral of general functional field in order to build the path integral formalism in string field theory from the fact that a string field is a functional field, and describe a method for calculating it in…
We propose a formalism to analyze discrete stochastic processes with finite-state-level N. By using an (N+1)-dimensional representation of su(2) Lie algebra, we re-express the master equation to a time-evolution equation for the state…
The longstanding question of how stochastic behaviour arises from deterministic Hamiltonian dynamics is of great importance, and any truly holistic theory must be capable of describing this transition. In this review, we introduce the…
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…
The dynamics of a freely jointed chain in the continuous limit is described by a field theory which closely resembles the nonlinear sigma model. The generating functional $\Psi[J]$ of this field theory contains nonholonomic constraints,…
We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process itself. At the level of generators, the time change means that…
The normalised partial sums of values of a nonnegative multiplicative function over divisors with appropriately restricted sizes of a random permutation from the symmetric group define trajectories of a stochastic process. We prove a…
In this work a method is presented to derive the generating functional in path integral form for a system with an arbitrary number of degrees of freedom and constrained by general conditions. The method is applied to the case of the…
We propose a multiloop generalization of the Bern-Kosower formalism, based on Strassler's approach of evaluating worldline path integrals by worldline Green functions. Those Green functions are explicitly constructed for the basic two-loop…
The Wiener's path integral plays a central role in the studies of Brownian motion. Here we derive exact path-integral representations for the more general \emph{fractional} Brownian motion (fBm) and for its time derivative process -- the…