Eur. Phys. J. B 2, 221-223 (1998)
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

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.