Mannella, Riccardo and McClintock, Peter V. E. (2012) Itô versus Stratonovich: 30 years later. Fluctuation and Noise Letters, 11 (1): 1240010. -. ISSN 0219-4775
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Abstract
The Ito 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.
Item Type:
Journal Article
Journal or Publication Title:
Fluctuation and Noise Letters
Additional Information:
Electronic version of this article published as Itô versus Stratonovich: 30 years later in Fluctuation and Noise Letters 11, 1, 2012, 1240010 10.1142/S021947751240010X © [copyright World Scientific Publishing Company] http://www.worldscientific.com/doi/abs/10.1142/S021947751240010X
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2600
Subjects:
?? itô stochastic calculusstratonovich stochastic calculus anticipating stochastic differential equationsbrownian motion langevin equations nanoscale forcesmathematics(all) ??
Departments:
ID Code:
61485
Deposited By:
Deposited On:
02 Jan 2013 10:19
Refereed?:
Yes
Published?:
Published
Last Modified:
26 Jan 2024 01:14