Supersymmetric formulation of multiplicative white-noise stochastic processes.
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.
Instituto de Cibernética, Matemática y Física, Calle 15 # 551 e/ C y D, Vedado, C. Habana, Cuba.
Zochil González
ZG
Arenas
Daniel G
DG
Barci
D003198:Computer Simulation; D008390:Markov Chains; D015233:Models, Statistical; D017711:Nonlinear Dynamics; D013269:Stochastic Processes