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