2011/02/08 by Juha Honkonen, Honkonen, Juha
Economics, Econometrics and Finance · Mathematics · #FOS: Physical sciences #Gas Dynamics and Kinetic Theory #Mathematical Physics (math-ph) #Statistical Mechanics (cond-mat.stat-mech) #Stochastic processes and financial applications
paper · pdf · doi:10.48550/arxiv.1102.1581
openalex publication_date 2011/02/08 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Ambiguities in the functional-integral solution of the stochastic differential equation (SDE) arising due to the definition on the functional Jacobi determinant and the white-in-time limit in the noise are analyzed and two forms of the de Dominicis-Janssen dynamic action proposed corresponding to the Ito and Stratonovich interpretations of the SDE.