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Ito versus Stratonovich revisited

Smythe, John and Moss, Frank and McClintock, Peter V. E. and Clarkson, Douglas (1983) Ito versus Stratonovich revisited. Physics Letters A, 97 (3). pp. 95-98. ISSN 0375-9601

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    It is shown that a digital simulation of a noise induced phase transition using an algorithm consistent with the Ito stochastic calculus is in agreement with the predictions of that theory, whereas experiments with an analogue simulator yield measured results in agreement with the predictions of the Stratonovich theory.

    Item Type: Article
    Journal or Publication Title: Physics Letters A
    Additional Information: This is the pre-print author’s version of a work that was accepted for publication in Physics Letters A. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Physics Letters A, 97, 3, 1983 DOI: 10.1016/0375-9601(83)90520-0
    Subjects: Q Science > QC Physics
    Departments: Faculty of Science and Technology > Physics
    ID Code: 32454
    Deposited By: Professor P. V. E. McClintock
    Deposited On: 26 Mar 2010 14:50
    Refereed?: Yes
    Published?: Published
    Last Modified: 04 Nov 2015 01:27
    Identification Number:

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