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On the factor ordering problem in stochastic inflation

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arxiv gr-qc/9902007 v1 pith:CQQM55OR submitted 1999-02-01 gr-qc hep-phhep-th

classification gr-qchep-phhep-th
keywords ambiguitiesfactororderingchoiceinflationstochastictimeadditional
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The stochastic approach to inflation suffers from ambiguities due to the arbitrary choice of the time variable and due to the choice of the factor ordering in the corresponding Fokker-Planck equation. Here it is shown that both ambiguities can be removed if we require that the factor ordering should be set in such a way that physical results are invariant with respect to time reparametrizations. This requirement uniquely selects the so-called Ito factor ordering. Additional ambiguities associated with non-trivial kinetic terms of the scalar fields are also discussed, as well as ways of constraining these ambiguities.

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Cited by 1 Pith paper

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. It\^{o}, Stratonovich, and zoom-in schemes in stochastic inflation

    astro-ph.CO 2024-11 accept novelty 6.0 of 10

    An alternating drift-and-kick 'zoom-in' scheme for stochastic inflation is equivalent to the Itô interpretation, and the Itô-Stratonovich difference vanishes in the full non-Markovian setup.

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