Path Integral for Multiplicative Noise: Generalized Fokker-Planck Equation and Entropy Production Rate in Stochastic Processes With Threshold

F. S. Abril-Bermúdez, C. J. Quimbay, J. E. Trinidad-Segovia +1

This paper introduces a comprehensive extension of the path integral formalism to model stochastic processes with arbitrary multiplicative noise. To do so, Itô diffusive process is…