Stochastic processes with non-additive fluctuations

We present by way of examples a comparison of the Fokker-Planck equations obtained by the Itô prescription and by the Stratonovich prescription for physical systems described by a Langevin equation with non-additive fluctuations. The particular examples we consider include Kubo line broadening and chemically reacting systems. We conclude that the Stratonovich prescription should always be used to analyze physical systems.

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Year of publication:	1979
Authors:	Bulsara, A.R. ; Lindenberg, K. ; Seshadri, V. ; Shuler, K.E. ; West, B.J.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 97.1979, 2, p. 234-243
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010872751