Itô versus Stratonovich : 30 years later

MANNELLA, RICCARDO and McCLINTOCK, PETER V. E. (2022) Itô versus Stratonovich : 30 years later. In: The Random and Fluctuating World : Celebrating Two Decades of Fluctuation and Noise Letters. World Scientific Publishing Co. Pte Ltd, Singapore, pp. 9-18. ISBN 9789811252136

Text (ItoVersusStratPostPrint)
ItoVersusStratPostPrint.pdf - Accepted Version
Available under License Creative Commons Attribution.
Download (147kB)

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.