منابع مشابه
Ito versus Stratonovich revisited
It is shown that a digital simulation of a noise induced phase transition using an algorithm consistent with the Ito stochastic calculus is in agreement with the predictions of that theory, whereas experiments with an analogue simulator yield measured results in agreement with the predictions of the Stratonovich theory.
متن کاملBeyond Itô versus Stratonovich
Recently, a novel framework to handle stochastic processes has emerged from a series of studies in biology, showing situations beyond ‘Itô versus Stratonovich’. Its internal consistency can be demonstrated via the zero mass limit of a generalized Klein–Kramers equation. Moreover, the connection to other integrations becomes evident: the obtained Fokker–Planck equation defines a new type of stoc...
متن کاملNumerical solution of the Stratonovich- and Ito-Euler equations: Application to the stochastic piston problem
Article history: Received 15 May 2012 Received in revised form 25 September 2012 Accepted 5 November 2012 Available online 29 November 2012
متن کاملItô versus Stratonovich calculus in random population growth.
The context is the general stochastic differential equation (SDE) model dN/dt=N(g(N)+sigmaepsilon(t)) for population growth in a randomly fluctuating environment. Here, N=N(t) is the population size at time t, g(N) is the 'average' per capita growth rate (we work with a general almost arbitrary function g), and sigmaepsilon(t) is the effect of environmental fluctuations (sigma>0, epsilon(t) sta...
متن کاملAuctions Versus Negotiations Revisited∗
Auctions are compared with different forms of negotiation and bargaining. The value of an extra customer is shown to exceed the value of being able to ration supply, if the seller is otherwise unconstrained. Thus, we generalize and provide a simple proof of a result due to Bulow and Klemperer (1996), in which auctions and negotiations are compared. We also compare auctions and seller-offer barg...
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ژورنال
عنوان ژورنال: Physics Letters A
سال: 1983
ISSN: 0375-9601
DOI: 10.1016/0375-9601(83)90520-0