Symmetries of generating functionals of Langevin processes with colored multiplicative noise

Abstract

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-De Dominicis 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. © 2010 IOP Publishing Ltd and SISSA.