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NIPS 2006 Workshop on Dynamical Systems, Stochastic Processes and Bayesian Inference www0.cs.ucl.ac.uk/staff/c.archambeau/dsb.htm
Path Integral Method for Estimation of Time Series www0.cs.ucl.ac.uk/staff/c.archambeau/accepts/restrepo.pdf

NIPS 2006 Workshop on Dynamical Systems, Stochastic Processes and Bayesian Inference www0.cs.ucl.ac.uk/staff/c.archambeau/dsb.htm
Path Integral Method for Estimation of Time Series www0.cs.ucl.ac.uk/staff/c.archambeau/accepts/restrepo.pdf

Brief summary of topics and methods: The paper (Crisanti, 2018) uses some stochastic diff eq (SDE) (part of SD), functional, Fourier transform, etc.
The research seems to be within the domain of stochastic dynamics (SD) in statistical mechanics. The author here adopts a frequently used path integral method; while I am not familiar with the method, it seems to be about variational methods, which consider a functional (typically an integral; the author mentions 'action') and a small variation $\delta$, introduced to eq6 (Crisanti, 2018)(?) and resulting in a stochastic diff eq.

Brief summary of topics and methods: The paper (Crisanti, 2018) uses some stochastic diff eq (SDE)/Ito (part of SD), functional, Fourier transform, etc.
The research seems to be within the domain of stochastic dynamics (SD) in statistical mechanics. The author here adopts a frequently used path integral method; while I am not familiar with the method, it seems to be about variational methods, which consider a functional (typically an integral; the author mentions 'action') and a small variation $\delta$, introduced to eq6 (Crisanti, 2018)(?) and resulting in a stochastic diff eq.