ITÔ VERSUS STRATONOVICH: 30 YEARS LATER

R. Mannella, P. McClintock
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引用次数: 49

Abstract

The Ito versus Stratonovich controversy, about the "correct" calculus to use for integration of Langevin equations, was settled to general satisfaction some 30 years ago. Recently, however, it has started to re-emerge, following the advent of new experimental techniques. We briefly review the historical background and discuss critically some of the most recent contributions. We show that some of the new findings are not well based.
ItÔ vs . stratonovich: 30年后
伊藤和斯特拉托诺维奇之间的争论,关于用“正确”的微积分来积分朗格万方程,在大约30年前得到了普遍满意的解决。然而,最近,随着新的实验技术的出现,它开始重新出现。我们简要回顾了历史背景,并批判性地讨论了一些最近的贡献。我们表明,一些新的发现是没有很好的基础。
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