Path integral for multiplicative noise: Generalized Fokker-Planck equation and entropy production rate in stochastic processes with threshold
This paper introduces a comprehensive extension of the path-integral formalism to model stochastic processes with arbitrary multiplicative noise. To do so, the Itô diffusive process is generalized by incorporating a multiplicative noise term [η(t)] that affects the diffusive coefficient in the stoch...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
American Physical Society
2025-05-01
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| Series: | Physical Review Research |
| Online Access: | http://doi.org/10.1103/PhysRevResearch.7.023185 |
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