Stochastic differential equations with covariant probabilities
Statistical Mechanics
2016-05-12 v6 Mathematical Physics
math.MP
Probability
Abstract
Covariance of the resulting probabilities requires the "anti-Ito" sense. The corresponding Fokker-Planck equation is simplified and preserves important features of the case with a constant diffusion. Multiplicative noise can always be removed by a change of the variables, which is specified explicitly.
Cite
@article{arxiv.1510.01247,
title = {Stochastic differential equations with covariant probabilities},
author = {Dietrich Ryter},
journal= {arXiv preprint arXiv:1510.01247},
year = {2016}
}
Comments
Replaced by arXiv:1605.02897