Symmetry of the isotropic Ornstein-Uhlenbeck process in a force field
We classify simple symmetries for an Ornstein-Uhlenbeck process, describing a particle in an external force field $f(x)$. It turns out that for sufficiently regular (in a sense to be defined) forces there are nontrivial symmetries only if $f(x)$ is at most linear. We fully discuss the isotropic case...
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| Glavni autor: | |
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| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
International Society of Nonlinear Mathematical Physics
2021-11-01
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| Serija: | Open Communications in Nonlinear Mathematical Physics |
| Teme: | |
| Online pristup: | https://ocnmp.episciences.org/7535/pdf |
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