论文标题
具有乘法高斯白色噪声的非线性Langevin理论的协变配方
Covariant Formulation of Non-linear Langevin Theory with Multiplicative Gaussian White Noises
论文作者
论文摘要
从ITO的意义上讲，具有乘法高斯白色噪声的多维非线性Langevin方程相对于变量的非线性变换而言是协变量的。形式主义不涉及指标或仿射连接，适用于具有或没有详细平衡的系统，并且比以前的理论要简单得多。它与确定性理论的关系得到了澄清。研究了该理论的统一限制和遗传学极限。还讨论了对随机演算的选择的一些影响。
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.
