Abstract
We prove the equivalence among symmetricity, time reversibility and zero entropy production of the stationary solutions of linear stochastic differential equations. A sufficient and necessary reversibility condition expressed in terms of the coefficients of the equations is given. The existence of a linear stationary irreversible process is established. Concerning reversibility, we show that there is a contradistinction between any one–dimensional stationary Gaussian process and a stationary Gaussian process of dimension n > 1. A concrete criterion for differentiating stationarity and sweeping behaviour is also obtained. The mathematical result is a natural generalization of Einstein's fluctuation–dissipation relation, and provides a rigorous basis for the isothermal irreversibility in a linear regime, which is the basis for applying Onsager's theory to macromolecules in aqueous solution.