Alternative description of stochastic pr
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Yu.L. Klimontovich
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Article
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1992
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Elsevier Science
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English
β 446 KB
An alternative description of stochastic processes in nonlinear systems is considered. It is shown that among the possible forms of the Fokker-Planck and the Langevin equations (Ito, Stratonovich, and kinetic forms) the kinetic form is more natural from the point of view of the statistical theory. A