Canonically invariant formulation of Langevin and Fokker-Planck Equations

Physics – Condensed Matter – Statistical Mechanics

Scientific paper

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3 pages, RevTeX. Submitted to J. Phys. A

Scientific paper

10.1007/s100510050243

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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