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Update path-integrals-sdes-neuroscience.md
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chadHarper authored Nov 12, 2024
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Expand Up @@ -33,20 +33,20 @@ In [^4], network population dynamics were modeled as a stochastic hybrid system

A **master equation** describes the time evolution of the probability distribution over a set of discrete states in a stochastic system. A general form is:

\[
$$
\frac{dP_i(t)}{dt} = \sum_{j \neq i} \left[ R_{j \to i} P_j(t) - R_{i \to j} P_i(t) \right],
\]
$$

where:

- \( P_i(t) \) is the probability of the system being in state \( i \) at time \( t \).
- \( R_{j \to i} \) is the transition rate from state \( j \) to state \( i \).
- $ P_i(t) $ is the probability of the system being in state $ i $ at time $ t $.
- $ R_{j \to i} $ is the transition rate from state $ j $ to state $ i $.

This equation captures the balance of probability flow between different states: the first term represents the inflow to state \( i \), while the second term represents the outflow from state \( i \).
This equation captures the balance of probability flow between different states: the first term represents the inflow to state $ i $, while the second term represents the outflow from state $i $.

To solve the master equation, one typically seeks:

- **Stationary distributions** where \( \frac{dP_i(t)}{dt} = 0 \) for all \( i \).
- **Stationary distributions** where $ \frac{dP_i(t)}{dt} = 0 $ for all $ i $.
- **Time-dependent solutions** to understand transient dynamics, using methods like matrix exponentiation, generating functions, or numerical simulations.

Below, we describe the Differential Chapman-Kolmogorov equation (CKdE), which generalizes the master equation and encompasses the Fokker-Planck equation as a special case.
Expand All @@ -57,17 +57,17 @@ The CKdE describes the dynamics of a stochastic process over time. Here's an out

1. **Start with the Chapman-Kolmogorov Equation**:

For a Markov process with transition probabilities \( p(\mathbf{x}, t | \mathbf{x}_0, t_0) \):
For a Markov process with transition probabilities $p(\mathbf{x}, t | \mathbf{x}_0, t_0)$:

\[
$$
p(\mathbf{x}, t+\Delta t | \mathbf{x}_0, t_0) = \int_{\Omega} p(\mathbf{x}, t+\Delta t | \mathbf{z}, t) p(\mathbf{z}, t | \mathbf{x}_0, t_0) \, d\mathbf{z}.
\]
$$

2. **Consider the Time Derivative of the Probability Density**:

\[
$$
\frac{\partial p(\mathbf{x}, t)}{\partial t} = \lim_{\Delta t \to 0} \frac{1}{\Delta t} \left[ p(\mathbf{x}, t+\Delta t) - p(\mathbf{x}, t) \right].
\]
$$

3. **Use the Chapman-Kolmogorov Equation**:

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