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Comment on the difference between Langevin and Ito theories of stochastic differential equations

✍ Scribed by Štěpán Pick

Publisher
Elsevier Science
Year
1980
Tongue
English
Weight
163 KB
Volume
103
Category
Article
ISSN
0378-4371

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✦ Synopsis

It has been claimed recently that there is a contradiction between the Langevin and Ito theories

for nonlinear stochastic processes. We show that a simple reinterpretation reveals both these descriptions to be equivalent.

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