Home > Research > Publications & Outputs > Itô versus Stratonovich

Research

Electronic data

  • ItoVersusStratPostPrint

    Accepted author manuscript, 145 KB, PDF document

    Available under license: CC BY: Creative Commons Attribution 4.0 International License

Links

Text available via DOI:

View graph of relations

Itô versus Stratonovich: 30 years later

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

Published
Publication date5/03/2022
Host publicationThe Random and Fluctuating World : Celebrating Two Decades of Fluctuation and Noise Letters
EditorsPeter V. E. McClintock, L.B. Kish
Place of PublicationSingapore
PublisherWorld Scientific Publishing Co. Pte Ltd
Pages9-18
Number of pages10
ISBN (Electronic)9789811252150
ISBN (Print)9789811252136
<mark>Original language</mark>English

Abstract

The Itô 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.