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arXiv · 1111.6123

Supersymmetric formulation of multiplicative white--noise stochastic processes

Zochil González Arenas·Daniel G. Barci
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Abstract

We present a supersymmetric formulation of Markov processes, represented by a family of Langevin equations with multiplicative white-noise. The hidden symmetry encodes equilibrium properties such as fluctuation-dissipation relations. The formulation does not depend on the particular prescription to define the Wiener integral. In this way, different equilibrium distributions, reached at long times for each prescription, can be formally treated on the same footing.

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Zochil González Arenas, Daniel G. Barci. 2012-04-16. Supersymmetric formulation of multiplicative white--noise stochastic processes. https://doi.org/10.1103/physreve.85.041122

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