Schwartz, M.; Navot, Y. - In: Physica A: Statistical Mechanics and its Applications 245 (1997) 3, pp. 517-522
We consider the stochastic dynamics of constrained systems. It is shown that by expressing the Lagrange multipliers in terms of quantities that are local in time, exact and potentially useful dynamic equations of the Langevin, Fokker-Planck and Smoluchowskii equations are obtained. The equations...