On the representation of multiplicative noise in modeling Dansgaard-Oeschger events

DOI10.1016/J.PHYSD.2024.134215zbMATH Open1540.60116MaRDI QIDQ6558877

Kolja L. Kypke, Peter Ditlevsen

Publication date: 21 June 2024

Published in: Physica D (Search for Journal in Brave)

zbMATH Keywords

stochastic dynamical systemmultiplicative noiseDansgaard-Oeschger events

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic integrals (60H05)

Cites Work

• Ito versus Stratonovich
• The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction
• Temporal coarse graining for systems of Brownian particles with non-constant temperature
• Analysis and modelling of glacial climate transitions using simple dynamical systems
• On the interpretation of Stratonovich calculus
• Brownian motion with multiplicative noises revisited
• On the Convergence of Ordinary Integrals to Stochastic Integrals
• A New Representation for Stochastic Integrals and Equations
• Analysis of White Noise Limits for Stochastic Systems with Two Fast Relaxation Times
• Stochastic integral
• Handbook of stochastic methods for physics, chemistry and natural sciences.

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