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

被引：17

作者：

BULSARA, AR

LINDENBERG, K

SESHADRI, V

SHULER, KE

WEST, BJ

机构：

[1] Department of Chemistry, University of California, San Diego, La Jolla

来源：

PHYSICA A | 1979年 / 97卷 / 02期

关键词：

D O I：

10.1016/0378-4371(79)90104-3

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

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. © 1979.

引用

页码：234 / 243

页数：10

共 17 条

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