Stochastic path integrals can be derived like quantum mechanical path integrals

28 Sep 2019 Vastola John J. Holmes William R.

Stochastic mechanics---the study of classical stochastic systems governed by things like master equations and Fokker-Planck equations---exhibits striking mathematical parallels to quantum mechanics. In this article, we make those parallels more transparent by presenting a quantum mechanics-like formalism for deriving a path integral description of systems described by stochastic differential equations... (read more)

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Categories


  • STATISTICAL MECHANICS
  • MOLECULAR NETWORKS
  • QUANTITATIVE METHODS