We classify simple symmetries for an Ornstein-Uhlenbeck process, describing a particle in an external force field f(x). It turns out that for sufficiently regular (in a sense to be defined) forces there are nontrivial symmetries only if f(x) is at most linear. We fully discuss the isotropic case, while for the non-isotropic we only deal with a generic situation (defined in detail in the text).

Symmetry of the isotropic Ornstein-Uhlenbeck process in a force field / G. Gaeta. - In: OPEN COMMUNICATIONS IN NONLINEAR MATHEMATICAL PHYSICS. - 1:(2021), pp. 128-163. [10.46298/ocnmp.7535]

Symmetry of the isotropic Ornstein-Uhlenbeck process in a force field

G. Gaeta
Primo
2021

Abstract

We classify simple symmetries for an Ornstein-Uhlenbeck process, describing a particle in an external force field f(x). It turns out that for sufficiently regular (in a sense to be defined) forces there are nontrivial symmetries only if f(x) is at most linear. We fully discuss the isotropic case, while for the non-isotropic we only deal with a generic situation (defined in detail in the text).
Settore MAT/07 - Fisica Matematica
Article (author)
File in questo prodotto:
File Dimensione Formato  
2106.00310v4 (1).pdf

accesso aperto

Tipologia: Publisher's version/PDF
Dimensione 361.77 kB
Formato Adobe PDF
361.77 kB Adobe PDF Visualizza/Apri
Pubblicazioni consigliate

Caricamento pubblicazioni consigliate

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/891074
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact