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Stochastic processes with non-additive fluctuations

Author

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  • Bulsara, A.R.
  • Lindenberg, K.
  • Seshadri, V.
  • Shuler, K.E.
  • West, B.J.

Abstract

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.

Suggested Citation

  • Bulsara, A.R. & Lindenberg, K. & Seshadri, V. & Shuler, K.E. & West, B.J., 1979. "Stochastic processes with non-additive fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 97(2), pages 234-243.
  • Handle: RePEc:eee:phsmap:v:97:y:1979:i:2:p:234-243
    DOI: 10.1016/0378-4371(79)90104-3
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    1. Talaat Abdel-Malek, 1976. "Some Aspects of Exchange Risk Policies under Floating Rates," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 7(2), pages 89-98, June.
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    Cited by:

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    2. L. Ingber, 1981. "Towards a unified brain theory," Lester Ingber Papers 81tu, Lester Ingber.

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