Kinetic equation for stochastic vector bundles

The kinetic equation is crucial for understanding the statistical properties of stochastic processes, yet current equations, such as the classical Fokker–Planck, are limited to local analysis. This paper derives a new kinetic equation for stochastic systems on vector bundles, addressing global scale randomness. The kinetic equation was derived by cumulant expansion of the ensemble-averaged local probability density function, which is a functional of state transition trajectories. The kinetic equation is the geodesic equation for the probability space. It captures global and historical influences, accounts for non-Markovianity, and can be reduced to the classical Fokker–Planck equation for Markovian processes. This paper also discusses relative issues concerning the kinetic equation, including non-Markovianity, Markov approximation, macroscopic conservation equations, gauge transformation, and truncation of the infinite-order kinetic equation, as well as limitations that require further attention.