A stochastic approach to the diffusion equation

Abstract

Taking into account the wind speed perturbations from the deterministic equation of conservation of the molecular species of the pollutant we obtained the corresponding stochastic differential equation. Because there is no mathematical reason to discriminate between its Ito and Stratonovich interpretations, we retained, on physical grounds, the Stratonovich interpretation and we derived the equation of the expected value of the pollutant concentration.