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Itô versus Stratonovich: 30 years later

Research output: Contribution to journalJournal article


Article number1240010
<mark>Journal publication date</mark>03/2012
<mark>Journal</mark>Fluctuation and Noise Letters
Number of pages10
<mark>Original language</mark>English


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.

Bibliographic note

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