Stochastic differential equations (SDEs) have multiple applications in mathematical neuroscience and are notoriously difficult. Here, we give a self-contained pedagogical review of perturbative field theoretic and path integral methods to calculate moments of the probability density function of SDEs. The methods can be extended to high dimensional systems such as networks of coupled neurons and even deterministic systems with quenched disorder.
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| http://www.ncbi.nlm.nih.gov/pmc/articles/PMC4385267 | PMC |
| http://dx.doi.org/10.1186/s13408-015-0018-5 | DOI Listing |
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