Path integral solutions for non-Markovian processes

摘要: For a nonlinear stochastic flow driven by Markovian or non-Markovian colored noise ζ(t) we present the path integral solution for single-event probabilityp(x,t). The has structure of complex-valued double integral. Explicit formulas action functional, i.e., Onsager-Machlup are derived case that is characterized stationary Gaussian process. Moreover, derive explicit results (generalized) Poissonian shot ζ(t). use elucidated weak analysis WKB-type. As simple application, consider bistability with an extremely long correlation time.