Stratonovich Path integrals

Stochastic differential equation

Discretised path

Discretised SDE

Path integral

References

Cugliandolo, L. F. and V. Lecomte (2017). "Rules of calculus in the path integral representation of white noise Langevin equations: the Onsager-Machlup approach." Journal of Physics A: Mathematical and Theoretical 50(34): 345001.