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Weak noise expansions through functional integrals for colored noise

Abstract

We use path integral methods to obtain expansions for the correlation functions of the non-Markovian stochastic processes generated by stochastic differential equations with colored noise.

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Calisto, H., Cerda, E. & Tirapegui, E. Weak noise expansions through functional integrals for colored noise. J Stat Phys 71, 513–528 (1993). https://doi.org/10.1007/BF01058435

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Key words

  • Colored noise
  • non-Markovian processes
  • stochastic differential equations
  • perturbation expansions