Learn · Path Integral Methods in Physics & Finance
Lecture 17 of 60Week 4
Langevin Equation Path Integral (2)
Prof. J. P. Singh · IIT Roorkee
Credits and licence
- From
- Path Integral Methods in Physics & Finance, IIT Roorkee (at NPTEL)
- Licence
- CC BY-NC-SA, as NPTEL states it. Non-commercial use only.
- Attribution
- NPTEL states: "Distributed under Creative Commons Attribution-ShareAlike / CC BY - NC - SA", beside a BY-NC-SA badge.
- Who can watch
- Tweens profiles and older. How courses are placed
All the lectures
- Setting The Scene
- Introduction to the Path Integral
- Probability Fundamentals, Generating Functions
- Generating Functions, Gaussian Distribution
- Gaussian Distribution, Gaussian Integration
- Gaussian Integration, Central Limit Theorem
- Elementary Theory of Stochastic Processes
- Evolutionary Equations of Stochastic Processes
- Brownian Motion
- Diffusion Equation
- Diffusion Equation Path Integral (1)
- Diffusion Equation Path Integral (2), Autocorrelators
- Schrodinger Equation Path Integral, Langevin Equation
- Langevin Equation
- Statistical Formalism of Path Integral
- Langevin Equation Path Integral (1)
- Langevin Equation Path Integral (2)
- Langevin & Fokker Planck Equation; CLT Example
- Basic Machinery of Quantum Mechanics
- Quantum Mechanical Path Integral
- Harmonic Oscillator Path Integral
- Free Particle Path Integral
- Equivalence of Schrodinger & Path Integral Formalisms, Matrix Elements of Operators
- Ground State Expectation Values
- Vacuum Persistence Amplitude
- Harmonic Oscillator 2-Point Problem
- Relativistic Path Integral
- Interpretation of Path Integral
- Need For Quantum Field Theory
- Quantum Field Theory, Introduction
- Field Theory Basics
- Field Theory In Zero Dimensions (1)
- Field Theory In Zero Dimensions (2)
- Schwinger Dyson Eqs, Convergence Of Integrals
- Sde, Feynman Diagrams
- Feynman Diagrams & Sde
- Effective Action, Renormalization
- Renormalization In 0-d
- Field Theory In 1-D (1)
- Field Theory in 1-d (2)
- Euclidean Field Theory (1)
- Euclidean Field Theory (2)
- Euclidean Field Theory (3)
- Field Theory In Minkowski Space
- Propagator In Minkowski Space
- Propagator Properties In Minkowski Space
- Interactive Field Theory In Minkowski Space
- Causality, Sde In Minkowski Space
- Sde For Field Theory In Minkowski Space
- Spinor Fields Path Integral
- Gauge Fields (1)
- Gauge Fields (2)
- Ito Equation, Stock Price Modelling
- Financial Derivatives
- Properties Of Options
- Pricing Of Options: Binomial Model (1)
- Pricing Of Options: Binomial Model (2)
- Black Scholes Model
- Path Integral Solution Of Black Scholes Pde
- Misc Financial Applications Of Path Integrals