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Home > Research > Publications & Outputs > Ito versus Stratonovich revisited.
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Ito versus Stratonovich revisited.

Research output: Contribution to journalJournal article

Published

Journal publication date15/08/1983
JournalPhysics Letters A
Journal number3
Volume97
Number of pages4
Pages95-98
Original languageEnglish

Abstract

It is shown that a digital simulation of a noise induced phase transition using an algorithm consistent with the Ito stochastic calculus is in agreement with the predictions of that theory, whereas experiments with an analogue simulator yield measured results in agreement with the predictions of the Stratonovich theory.