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The European Physical Journal B
ISSN: 1434-6028 (printed version)
ISSN: 1434-6036 (electronic version)
Abstract Volume 2 Issue 2 (1998) pp 221-223
Canonically invariant formulation of Langevin and Fokker-Planck equations
O. Cépas, J. Kurchan (a)
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
Received : 24 July 1997 / Revised : 30 October 1997 / Accepted : 26 January 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.
PACS. 05.20.-y Statistical mechanics - 02.50.Ey Stochastic processes - 05.40.+j Fluctuation phenomena, random processes, and Brownian motion
(a) email: jorge.kurchan@enslapp.ens-lyon.fr
Online publication: May 5, 1998
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