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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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Abstract

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
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: 26 Jul 2012 17:10
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/32454

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