STOCHASTIC-PROCESSES WITH NON-ADDITIVE FLUCTUATIONS .1. ITO AND STRATONOVICH CALCULUS AND THE EFFECTS OF CORRELATIONS

被引：57

作者：

WEST, BJ ^{[1
]}

BULSARA, AR ^{[1
]}

LINDENBERG, K ^{[1
]}

SESHADRI, V ^{[1
]}

SHULER, KE ^{[1
]}

机构：

[1] UNIV CALIF SAN DIEGO, DEPT CHEM, LA JOLLA, CA 92093 USA

来源：

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 1979年 / 97卷 / 02期

关键词：

D O I：

10.1016/0378-4371(79)90103-1

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

We present 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. Our main conclusion is that the Stratonovich prescription is the one that should always be used to describe physical systems. This conclusion is shown to be consistent with results obtained from path integral and Master equation approaches. © 1979.

引用

页码：211 / 233

页数：23

共 32 条

[1] EQUIVALENCE OF MASTER EQUATION AND LANGEVIN EQUATION [J].

BEDEAUX, D .

PHYSICS LETTERS A, 1977, 62 (01) :10-12

[2]

Bharucha-Reid A.T., 1972, RANDOM INTEGRAL EQUA, VVolume 96

[3] STOCHASTIC-PROCESSES WITH NON-ADDITIVE FLUCTUATIONS .2. SOME APPLICATIONS OF ITO AND STRATONOVICH CALCULUS [J].

BULSARA, AR ;

LINDENBERG, K ;

SESHADRI, V ;

SHULER, KE ;

WEST, BJ .

PHYSICA A, 1979, 97 (02) :234-243

[4] PATH INTEGRALS FOR WAVES IN RANDOM MEDIA [J].

DASHEN, R .

JOURNAL OF MATHEMATICAL PHYSICS, 1979, 20 (05) :894-920

[5]

DOOB JL, 1975, STOCHASTIC PROCESSES

[6]

Feynman R.P., 1965, QUANTUM MECH PATH IN

[7]

FLATTE S, 1979, SOUND TRANSMISSITION

[8]

Fokker AD, 1914, ANN PHYS-BERLIN, V43, P810

[9] A CONTROVERSY IN PROBLEMS INVOLVING RANDOM PARAMETRIC EXCITATION [J].

GRAY, AH ;

CAUGHEY, TK .

JOURNAL OF MATHEMATICS AND PHYSICS, 1965, 44 (03) :288-&

[10]

HAKEN H, 1976, Z PHYS B CON MAT, V24, P321, DOI 10.1007/BF01360904

← 1 2 3 4 →