Itô versus Stratonovich white-noise limits for systems with inertia and colored multiplicative noise
نویسندگان
چکیده
منابع مشابه
Itô versus Stratonovich white-noise limits for systems with inertia and colored multiplicative noise.
We consider the dynamics of systems in the presence of inertia and colored multiplicative noise. We study the limit where the particle relaxation time and the correlation time of the noise both tend to zero. We show that the limiting equation for the particle position depends on the magnitude of the particle relaxation time relative to the noise correlation time. In particular, the limiting equ...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2004
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.70.036120