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Ito-Stratonovich dilemma

Although we have found that for internal noise the Ito-Stratonovich dilemma is undecidable for lack of a precise A(t) there are cases in which the Ito equation seems the more appropriate option. As an example we take the decay process defined in IV.6 the M-equation is (V.1.7) and the average obeys the radioactive decay law (V.1.9). As the jumps are relatively small one may hope to describe the process by means of a Langevin equation. Following the Langevin approach we guess... [Pg.236]

See other pages where Ito-Stratonovich dilemma is mentioned: [Pg.232]    [Pg.233]    [Pg.243]    [Pg.262]    [Pg.403]    [Pg.232]    [Pg.233]    [Pg.243]    [Pg.262]    [Pg.403]   
See also in sourсe #XX -- [ Pg.232 , Pg.243 , Pg.262 , Pg.275 ]



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