Abstract
After recalling some properties of the Langevin equation and a derivation of the associated Fokker-Planck equation, the question of how to define the notions of work and heat in the case of the Langevin equation was addressed. Using several examples, the meaning to be given to noise in stochastic equations (Itô or Stratonovich prescriptions) was discussed. The lecture continued with a description of static and dynamic versions of Einstein relations and linear response theory.
