Certain problems with the application of stochastic diffusion processes for description of chemical engineering phenomena; Modelling of processes by means of stochastic differential equations

Abstract

The paper points at certain problems associated with direct use of stochastic differential equations for description of chemical engineering processes or with the use of corresponding diffusion equations. It is shown that on the basis of various definitions one can write down three types of stochastic differential equations which might, in principle, describe the same process. One of these types is at the same time equivalent to the classic transport equations common in chemical engineering. A method is described removing these inconsistencies.