English

Beyond It\^o versus Stratonovich

Statistical Mechanics 2012-09-17 v3 Data Analysis, Statistics and Probability Quantitative Methods

Abstract

Recently, a novel framework to handle stochastic processes has emerged from a series of studies in biology, showing situations beyond 'It\^o 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 stochastic calculus that in general differs from the {\alpha}-type interpretation. A unique advantage of this new approach is a natural correspondence between stochastic and deterministic dynamics, which is useful or may even be essential in practice. The core of the framework is a transformation from the usual Langevin equation to a form that contains a potential function with two additional dynamical matrices, which reveals an underlying symplectic structure. The framework has a direct physical meaning and a straightforward experimental realization. A recent experiment has offered a first empirical validation of this new stochastic integration.

Keywords

Cite

@article{arxiv.1203.6600,
  title  = {Beyond It\^o versus Stratonovich},
  author = {Ruoshi Yuan and Ping Ao},
  journal= {arXiv preprint arXiv:1203.6600},
  year   = {2012}
}

Comments

20 pages, 1 figure

R2 v1 2026-06-21T20:42:00.352Z