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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 @@ -88,9 +88,9 @@ The CKdE describes the dynamics of a stochastic process over time. Here's an out

Use a Taylor series expansion around $\mathbf{x}$ for small $\mathbf{r} = \mathbf{z} - \mathbf{x}$:

$$
$$
R_1 \approx -\sum_i \frac{\partial}{\partial x_i} [A_i(\mathbf{x}, t) p(\mathbf{x}, t)] + \frac{1}{2} \sum_{i,j} \frac{\partial^2}{\partial x_i \partial x_j} [B_{ij}(\mathbf{x}, t) p(\mathbf{x}, t)],
$$
$$

where $A_i(\mathbf{x}, t)$ is the drift vector and $B_{ij}(\mathbf{x}, t)$ is the diffusion matrix.

Expand All @@ -100,9 +100,9 @@ The CKdE describes the dynamics of a stochastic process over time. Here's an out

7. **Combine Both Parts to Obtain the CKdE**:

$$
\frac{\partial p(\mathbf{x}, t)}{\partial t} = -\sum_i \frac{\partial}{\partial x_i} [A_i(\mathbf{x}, t) p(\mathbf{x}, t)] + \frac{1}{2} \sum_{i,j} \frac{\partial^2}{\partial x_i \partial x_j} [B_{ij}(\mathbf{x}, t) p(\mathbf{x}, t)] + \int_{\Omega} \left[ W(\mathbf{x} | \mathbf{z}, t) p(\mathbf{z}, t) - W(\mathbf{z} | \mathbf{x}, t) p(\mathbf{x}, t) \right] d\mathbf{z}.
$$
$$
\frac{\partial p(\mathbf{x}, t)}{\partial t} = -\sum_i \frac{\partial}{\partial x_i} [A_i(\mathbf{x}, t) p(\mathbf{x}, t)] + \frac{1}{2} \sum_{i,j} \frac{\partial^2}{\partial x_i \partial x_j} [B_{ij}(\mathbf{x}, t) p(\mathbf{x}, t)] + \int_{\Omega} \left[ W(\mathbf{x} | \mathbf{z}, t) p(\mathbf{z}, t) - W(\mathbf{z} | \mathbf{x}, t) p(\mathbf{x}, t) \right] d\mathbf{z}.
$$

This CKdE describes the time evolution of the probability density $p(\mathbf{x}, t)$ for a stochastic process that includes both diffusion and jump processes.

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