https://doi.org/10.1007/s100510050243
Canonically invariant formulation of Langevin and Fokker-Planck equations
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
Corresponding author: a jorge.kurchan@enslapp.ens-lyon.fr
Received:
24
July
1997
Accepted:
26
January
1998
Revised:
30
October
1997
Published online: 15 March 1998
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.
PACS: 05.20.-y – Statistical mechanics / 02.50.Ey – Stochastic processes / 05.40.+j – Fluctuation phenomena, random processes, and Brownian motion
© EDP Sciences, Società Italiana di Fisica, Springer-Verlag, 1998
