TL;DR
This paper reviews the Feynman-Wiener path-integral formalism for modeling diffusion processes with drift and jumps, providing a comprehensive overview of stochastic mechanics.
Contribution
It offers a detailed review of the path-integral approach applied to stochastic processes involving diffusion, drift, and jumps.
Findings
Clarifies the path-integral formalism for diffusion with jumps.
Connects stochastic mechanics with quantum path integrals.
Provides insights into modeling complex stochastic systems.
Abstract
I review the Feynman-Wiener path-integral formalism for diffusion with drift and jumps.
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