2000 character limit reached
Covariant Formulation of Non-linear Langevin Theory with Multiplicative Gaussian White Noises (2007.16131v2)
Published 31 Jul 2020 in cond-mat.stat-mech
Abstract: The multi-dimensional non-linear Langevin equation with multiplicative Gaussian white noises in Ito's sense is made covariant with respect to non-linear transform of variables. The formalism involves no metric or affine connection, works for systems with or without detailed balance, and is substantially simpler than previous theories. Its relation with deterministic theory is clarified. The unitary limit and Hermitian limit of the theory are examined. Some implications on the choices of stochastic calculus are also discussed.