Langevin Equation and Thermodynamics

We introduce a framework of energetics into the stochastic dynamics described by Langevin equation in which fluctuation force obeys the Einstein relation. The energy conservation holds in the individual realization of stochastic process, while the second law and steady state thermodynamics of Oono and Paniconi Y. Oono and M. Paniconi, this issue are obtained as ensemble properties of the process.