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