Canonically invariant formulation of Langevin and Fokker-Planck Equations
arXiv:cond-mat/9706296 · doi:10.1007/s100510050243
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.
3 pages, RevTeX. Submitted to J. Phys. A