Speaker
Juha Honkonen
(Department of Physics, University of Helsinki)
Description
Functional representations for the generating function of field-theoretic Green functions of the stochastic differential equation with multiplicative noise are constructed with the use of the stochastic integral of Itô. Differences in the functional representations due to interpretations of Itô and Stratonovich of the stochastic differential equation are pointed out.
Author
Juha Honkonen
(Department of Physics, University of Helsinki)