Brownian colloidal particles: Ito, Stratonovich, or a different stochastic interpretation
نویسندگان
چکیده
منابع مشابه
Ito versus Stratonovich revisited
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.
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Article history: Received 15 May 2012 Received in revised form 25 September 2012 Accepted 5 November 2012 Available online 29 November 2012
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2011
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.84.062102