Comment on the difference between Langevin and Ito theories of stochastic differential equations
- 1 October 1980
- journal article
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 103 (3) , 630-632
- https://doi.org/10.1016/0378-4371(80)90031-x
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- Analytic theory of extrema. I. Asymptotic theory for Fokker–Planck processesThe Journal of Chemical Physics, 1979
- Stochastic processes with non-additive fluctuationsPhysica A: Statistical Mechanics and its Applications, 1979
- Classical Noise IV: Langevin MethodsReviews of Modern Physics, 1966