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

Electronic data

  • ItoStratPreprint

    Rights statement: This is the pre-print author’s version of a work that was accepted for publication in Physics Letters A. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Physics Letters A, 97, 3, 1983 DOI: 10.1016/0375-9601(83)90520-0

    Submitted manuscript, 472 KB, PDF document

Links

Text available via DOI:

View graph of relations

Ito versus Stratonovich revisited

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Published

Standard

Ito versus Stratonovich revisited. / Smythe, John; Moss, Frank; McClintock, Peter V. E. et al.
In: Physics Letters A, Vol. 97, No. 3, 15.08.1983, p. 95-98.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Harvard

Smythe, J, Moss, F, McClintock, PVE & Clarkson, D 1983, 'Ito versus Stratonovich revisited', Physics Letters A, vol. 97, no. 3, pp. 95-98. https://doi.org/10.1016/0375-9601(83)90520-0

APA

Smythe, J., Moss, F., McClintock, P. V. E., & Clarkson, D. (1983). Ito versus Stratonovich revisited. Physics Letters A, 97(3), 95-98. https://doi.org/10.1016/0375-9601(83)90520-0

Vancouver

Smythe J, Moss F, McClintock PVE, Clarkson D. Ito versus Stratonovich revisited. Physics Letters A. 1983 Aug 15;97(3):95-98. doi: 10.1016/0375-9601(83)90520-0

Author

Smythe, John ; Moss, Frank ; McClintock, Peter V. E. et al. / Ito versus Stratonovich revisited. In: Physics Letters A. 1983 ; Vol. 97, No. 3. pp. 95-98.

Bibtex

@article{844b8aaae85f4a4281d4b6f36e7c8d0a,
title = "Ito versus Stratonovich revisited",
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.",
author = "John Smythe and Frank Moss and McClintock, {Peter V. E.} and Douglas Clarkson",
note = "This is the pre-print author{\textquoteright}s version of a work that was accepted for publication in Physics Letters A. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Physics Letters A, 97, 3, 1983 DOI: 10.1016/0375-9601(83)90520-0",
year = "1983",
month = aug,
day = "15",
doi = "10.1016/0375-9601(83)90520-0",
language = "English",
volume = "97",
pages = "95--98",
journal = "Physics Letters A",
issn = "0375-9601",
publisher = "Elsevier",
number = "3",

}

RIS

TY - JOUR

T1 - Ito versus Stratonovich revisited

AU - Smythe, John

AU - Moss, Frank

AU - McClintock, Peter V. E.

AU - Clarkson, Douglas

N1 - This is the pre-print author’s version of a work that was accepted for publication in Physics Letters A. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Physics Letters A, 97, 3, 1983 DOI: 10.1016/0375-9601(83)90520-0

PY - 1983/8/15

Y1 - 1983/8/15

N2 - 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.

AB - 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.

U2 - 10.1016/0375-9601(83)90520-0

DO - 10.1016/0375-9601(83)90520-0

M3 - Journal article

VL - 97

SP - 95

EP - 98

JO - Physics Letters A

JF - Physics Letters A

SN - 0375-9601

IS - 3

ER -