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.
Confined kinetics and heterogeneous diffusion driven by fractional Gaussian noise: A path integral approach
Institute for Theoretical Physics, Utrecht University(乌得勒支大学理论物理研究所);School of Natural and Computing Sciences, University of Aberdeen(阿伯丁大学自然与计算科学学院);Department of Physics, Universidad Nacional de Colombia(哥伦比亚国立大学物理系);Utrecht University(乌得勒支大学);University of Aberdeen(阿伯丁大学);Universidad Nacional de Colombia(哥伦比亚国立大学)