{
  "id": "1401.7682",
  "version": "v1",
  "published": "2014-01-28T16:55:09.000Z",
  "updated": "2014-01-28T16:55:09.000Z",
  "title": "Summing over trajectories of stochastic dynamics with multiplicative noise",
  "authors": [
    "Ying Tang",
    "Ruoshi Yuan",
    "Ping Ao"
  ],
  "comment": "7 pages, 1 figure",
  "categories": [
    "cond-mat.stat-mech"
  ],
  "abstract": "We demonstrate that the conventional path integral formulations generate inconsistent results exemplified by the geometric Brownian motion under the general stochastic interpretation. We thus develop a novel path integral formulation for the overdamped Langevin equation with the multiplicative noise. The present path integral leads to the corresponding Fokker-Planck equation, and naturally gives a normalized transition probability consistently in examples for general stochastic interpretations. Our result can be applied to study the fluctuation theorems and numerical calculations based on the path integral framework.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-01-28T16:55:09.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "multiplicative noise",
      "stochastic dynamics",
      "general stochastic interpretation",
      "integral formulations generate inconsistent results"
    ],
    "tags": [
      "journal article"
    ],
    "publication": {
      "doi": "10.1063/1.4890968",
      "journal": "Journal of Chemical Physics",
      "year": 2014,
      "month": "Jul",
      "volume": 141,
      "number": 4,
      "pages": "044125"
    },
    "note": {
      "typesetting": "TeX",
      "pages": 7,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014JChPh.141d4125T"
    }
  }
}