10.46298/ocnmp.7535
https://ocnmp.episciences.org/7535
Gaeta, Giuseppe
Giuseppe
Gaeta
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, while for the
non-isotropic we only deal with a generic situation (defined in detail in the
text).
Comment: 36 pages in OCNMP format, 27 pages in RevTex format. To appear in
OCNMP (Open Communications in Nonlinear Mathematical Physics), see
https://ocnmp.episciences.org
episciences.org
Mathematical Physics
2021-11-14
2021-11-16
2021-11-16
eng
journal article
arXiv:2106.00310
10.48550/arXiv.2106.00310
2802-9356
https://ocnmp.episciences.org/7535/pdf
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