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Canonically invariant formulation of Langevin and Fokker-Planck equations

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Abstract:

We present a canonically invariant form for the generalized Langevin and Fokker-Planck equations. We discuss the role of constants of motion and the construction of conservative stochastic processes.

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Authors and Affiliations

  1. Laboratoire de Physique Théorique ENSLAPP (URA 14-36 du CNRS, associée à l'E.N.S. de Lyon, et à l'Université de Savoie), ENSLyon, 46 Allée d'Italie, 69364, Lyon Cedex 07, France

    O. Cépas & J. Kurchan

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  1. O. Cépas
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  2. J. Kurchan
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Received : 24 July 1997 / Revised : 30 October 1997 / Accepted : 26 January 1998

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Cépas, O., Kurchan, J. Canonically invariant formulation of Langevin and Fokker-Planck equations. Eur. Phys. J. B 2, 221–223 (1998). https://doi.org/10.1007/s100510050243

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  • DOI: https://doi.org/10.1007/s100510050243

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