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Ito versus Stratonovich revisited

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


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
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Provided by: Lancaster E-Prints

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