Physical Review A, 39, 6094-6097 (1989)
A stationary distribution for Langevin equations driven by colored noise is obtained, in the weak noise limit, from the configuration space Lagrangian-like function. The derivation makes no explicit use of Markovian, Fokker-Planck, or small-correlation-time approximations. Markovian approximations based on the Lagrangian, which do not involve truncated expansions, are also discussed.
Pere Colet e-mail: [email protected] http://www.imedea.uib.es/~pere/