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arxiv 1007.5059 v2 pith:5B73NDI6 submitted 2010-07-28 cond-mat.stat-mech cond-mat.soft

Symmetries of generating functionals of Langevin processes with colored multiplicative noise

classification cond-mat.stat-mech cond-mat.soft
keywords coloredfunctionalsgeneratinglangevinmultiplicativenoiseprocessesrelations
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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We present a comprehensive study of the symmetries of the generating functionals of generic Langevin processes with multiplicative colored noise. We treat both Martin-Siggia-Rose-Janssen-deDominicis and supersymmetric formalisms. We summarize the relations between observables that they imply including fluctuation relations, fluctuation-dissipation theorems, and Schwinger-Dyson equations. Newtonian dynamics and their invariances follow in the vanishing friction limit.

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