Stochastic dynamics with multiplicative noise: An analysis on time reversibility
Zochil Arenas1; Daniel G. Barci1
1 Universidade do Estado do Rio de Janeiro
Resumo
In this work, we study equilibrium properties of stochastic differential equations with multiplicative noise. We use a general prescription \alpha for considering the stochastic integration and we also represent the stochastic process in a functional Grassmann formalism. We carefully define a time reversal transformation taking into account that the asymptotic stationary probability distribution depends on the prescription. We show that, using a careful definition of equilibrium distribution and the appropriate time reversal transformation, usual equilibrium properties are satisfied for any prescription.
Palavras-chave: Stochastic Models; Nonlinear Dynamics and Complex Systems; Modeling, Numerical Simulation and Optimization