On the interpretation of Stratonovich calculus

DOI10.1088/1367-2630/16/5/055017zbMath1451.81308arXiv1402.6895OpenAlexW2056382792MaRDI QIDQ5143223

J. S. Wettlaufer, W. Moon

Publication date: 11 January 2021

Published in: New Journal of Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.6895

Mathematics Subject Classification ID

Quantum stochastic calculus (81S25) PDEs with randomness, stochastic partial differential equations (35R60)

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Cites Work

• Random environments and stochastic calculus
• The Fokker-Planck equation. Methods of solutions and applications.
• Ito versus Stratonovich
• Stochastic calculus for finance. II: Continuous-time models.
• The numerical solution of stochastic differential equations
• A stochastic perturbation theory for non-autonomous systems
• On the Convergence of Ordinary Integrals to Stochastic Integrals
• A New Representation for Stochastic Integrals and Equations
• Stochastic integral

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