Skip to main content
Article thumbnail
Location of Repository

Ito versus Stratonovich revisited

By John Smythe, Frank Moss, Peter V. E. McClintock and Douglas Clarkson

Abstract

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

Year: 1983
OAI identifier: oai:eprints.lancs.ac.uk:32454
Provided by: Lancaster E-Prints

Suggested articles


To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.