Symmetry of the isotropic Ornstein-Uhlenbeck process in a force field
Keyword(s):
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).
2020 ◽
Vol 8
(1)
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pp. 453-460
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2006 ◽
Vol 50
(1-2)
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pp. 345-349
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1994 ◽
Vol 15
(7)
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pp. 684-703
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1959 ◽
Vol 10
(4)
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pp. 286-303
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