Ito and Stratonovich calculuses in stochastic field theory
Statistical Mechanics
2015-03-18 v2 Mathematical Physics
math.MP
Abstract
Ambiguities in the functional-integral solution of the stochastic differential equation (SDE) arising due to the definition on the functional Jacobi determinant and the white-in-time limit in the noise are analyzed and two forms of the de Dominicis-Janssen dynamic action proposed corresponding to the Ito and Stratonovich interpretations of the SDE.
Keywords
Cite
@article{arxiv.1102.1581,
title = {Ito and Stratonovich calculuses in stochastic field theory},
author = {Juha Honkonen},
journal= {arXiv preprint arXiv:1102.1581},
year = {2015}
}
Comments
Invited talk presented at The 12th Small Triangle Meeting on Theoretical Physics, September 19- 22, 2010, Stak\v{c}\'{\i}n, Slovakia; Institute of Experimental Physics, Ko\v{s}ice, 2011, 21-30