Coordinate-independent formulation of the Langevin equation

DOI10.1063/1.527396zbMath0597.58045OpenAlexW2095271501MaRDI QIDQ3730696

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Publication date: 1986

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.527396

zbMATH Keywords

Fokker-Planck equationLangevin equationdiffusion process on a compact Riemannian manifoldstochastic quantization of lattice gauge theories

Mathematics Subject Classification ID

Quantum field theory on lattices (81T25) Diffusion processes and stochastic analysis on manifolds (58J65)

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