Every Fokker–Planck equation is equivalent to a path integral. The path integral formulation is an excellent starting point for the application of field theory methods. This is used, for instance, in critical dynamics.
A derivation of the path integral is possible in a similar way as in quantum mechanics. The derivation for a Fokker–Planck equation with one variable  is as follows. Start by inserting a delta function and then integrating by parts:
The -derivatives here only act on the -function, not on . Integrate over a time interval ,
Insert the Fourier integral
for the -function,
This equation expresses  as functional of . Iterating  times and performing the limit  gives a path integral with action
The variables  conjugate to  are called "response variables".
Although formally equivalent, different problems may be solved more easily in the Fokker–Planck equation or the path integral formulation. The equilibrium distribution for instance may be obtained more directly from the Fokker–Planck equation.