ITÔ VERSUS STRATONOVICH: 30 YEARS LATER-Reference-Cited by-同舟云学术

ITÔ VERSUS STRATONOVICH: 30 YEARS LATER

Published:2012-03 Issue:01 Volume:11 Page:1240010
ISSN:0219-4775
Container-title:Fluctuation and Noise Letters
language:en
Short-container-title:Fluct. Noise Lett.

Author:

MANNELLA RICCARDO¹,McCLINTOCK PETER V. E.²

Affiliation:

1. Dipartimento di Fisica, Università di Pisa, Largo B Pontecorvo 3, I-56127 Pisa, Italy

2. Department of Physics, Lancaster University, Lancaster LA1 4YB, UK

Abstract

The Itô versus Stratonovich controversy, about the "correct" calculus to use for integration of Langevin equations, was settled to general satisfaction some 30 years ago. Recently, however, it has started to re-emerge, following the advent of new experimental techniques. We briefly review the historical background and discuss critically some of the most recent contributions. We show that some of the new findings are not well based.

Publisher

World Scientific Pub Co Pte Lt

Subject

General Physics and Astronomy,General Mathematics

Link

https://www.worldscientific.com/doi/pdf/10.1142/S021947751240010X

Reference42 articles.

1. Stochastic integral

2. A New Representation for Stochastic Integrals and Equations

3. A study of some diffusion models of population growth

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