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    Rights statement: Downgraded to postprint 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

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Itô versus Stratonovich: 30 years later

Research output: Contribution to Journal/Magazine › Journal article › peer-review

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Itô versus Stratonovich: 30 years later. / Mannella, Riccardo; McClintock, Peter V. E.
In: Fluctuation and Noise Letters, Vol. 11, No. 1, 1240010, 03.2012, p. -.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Mannella, R & McClintock, PVE 2012, 'Itô versus Stratonovich: 30 years later', Fluctuation and Noise Letters, vol. 11, no. 1, 1240010, pp. -. https://doi.org/10.1142/S021947751240010X

APA

Mannella, R., & McClintock, P. V. E. (2012). Itô versus Stratonovich: 30 years later. Fluctuation and Noise Letters, 11(1), -. Article 1240010. https://doi.org/10.1142/S021947751240010X

Vancouver

Mannella R, McClintock PVE. Itô versus Stratonovich: 30 years later. Fluctuation and Noise Letters. 2012 Mar;11(1):-. 1240010. doi: 10.1142/S021947751240010X

Author

Mannella, Riccardo ; McClintock, Peter V. E. / Itô versus Stratonovich: 30 years later. In: Fluctuation and Noise Letters. 2012 ; Vol. 11, No. 1. pp. -.

Bibtex

@article{47f7a940625f4c8a8800d83150978c59,
title = "It{\^o} versus Stratonovich: 30 years later",
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.",
keywords = "It{\^o} stochastic calculus, Stratonovich stochastic calculus , anticipating stochastic differential equations, Brownian motion , Langevin equations , nanoscale forces",
author = "Riccardo Mannella and McClintock, {Peter V. E.}",
note = "Electronic version of this article published as It{\^o} versus Stratonovich: 30 years later in Fluctuation and Noise Letters 11, 1, 2012, 1240010 10.1142/S021947751240010X {\textcopyright} [copyright World Scientific Publishing Company] http://www.worldscientific.com/doi/abs/10.1142/S021947751240010X",
year = "2012",
month = mar,
doi = "10.1142/S021947751240010X",
language = "English",
volume = "11",
pages = "--",
journal = "Fluctuation and Noise Letters",
issn = "0219-4775",
publisher = "World Scientific Publishing Co. Pte Ltd",
number = "1",

}

RIS

TY - JOUR

T1 - Itô versus Stratonovich: 30 years later

AU - Mannella, Riccardo

AU - McClintock, Peter V. E.

N1 - 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

PY - 2012/3

Y1 - 2012/3

N2 - 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.

AB - 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.

KW - Itô stochastic calculus

KW - Stratonovich stochastic calculus

KW - anticipating stochastic differential equations

KW - Brownian motion

KW - Langevin equations

KW - nanoscale forces

U2 - 10.1142/S021947751240010X

DO - 10.1142/S021947751240010X

M3 - Journal article

VL - 11

SP - -

JO - Fluctuation and Noise Letters

JF - Fluctuation and Noise Letters

SN - 0219-4775

IS - 1

M1 - 1240010

ER -