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Canonically invariant formulation of Langevin and Fokker-Planck equations |
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| Authors: | O. Cépas J. Kurchan |
| Affiliation: | (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, FR |
| 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. Received : 24 July 1997 / Revised : 30 October 1997 / Accepted : 26 January 1998 |
| Keywords: | PACS. 05.20.-y Statistical mechanics - 02.50.Ey Stochastic processes - 05.40.+j Fluctuation phenomena random processes and Brownian motion |
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