Stochastic processes with non-additive fluctuations

A.R. Bulsara, K. Lindenberg, V. Seshadri, K.E. Shuler and B.J. West

Physica A: Statistical Mechanics and its Applications, 1979, vol. 97, issue 2, 234-243

Abstract: We present by way of examples a comparison of the Fokker-Planck equations obtained by the Itô prescription and by the Stratonovich prescription for physical systems described by a Langevin equation with non-additive fluctuations. The particular examples we consider include Kubo line broadening and chemically reacting systems. We conclude that the Stratonovich prescription should always be used to analyze physical systems.

Date: 1979
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:97:y:1979:i:2:p:234-243

DOI: 10.1016/0378-4371(79)90104-3

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