Covariant formulation of nonlinear Langevin theory with multiplicative Gaussian white noises
Covariant formulation of nonlinear Langevin theory with multiplicative Gaussian white noises
The multidimensional nonlinear Langevin equation with multiplicative Gaussian white noises in Ito's sense is made covariant with respect to nonlinear 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 …