Functional integral approach for multiplicative stochastic processes

Zochil González Arenas; Daniel G. Barci

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arXiv · 0912.0301

Functional integral approach for multiplicative stochastic processes

Zochil González Arenas·Daniel G. Barci

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Abstract

We present a functional formalism to derive a generating functional for correlation functions of a multiplicative stochastic process represented by a Langevin equation. We deduce a path integral over a set of fermionic and bosonic variables without performing any time discretization. The usual prescriptions to define the Wiener integral appear in our formalism in the definition of Green functions in the Grassman sector of the theory. We also study non-perturbative constraints imposed by BRS symmetry and supersymmetry on correlation functions. We show that the specific prescription to define the stochastic process is wholly contained in tadpole diagrams. Therefore, in a supersymmetric theory the stochastic process is uniquely defined since tadpole contributions cancels at all order of perturbation theory.

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Zochil González Arenas, Daniel G. Barci. 2010-04-28. Functional integral approach for multiplicative stochastic processes. https://arxiv.org/abs/0912.0301

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