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Beyond Ito versus Stratonovich

renchunxiao 添加于 2012/9/18 15:25:34  1697次阅读 | 2次推荐 | 5个评论

Recently, a novel framework to handle stochastic processes has emerged from a series of studies in biology, showing situations beyond 'Ito 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.

作 者:Ruoshi Yuan and Ping Ao
期刊名称: Journal of Statistical Mechanics: Theory and Experiment
期卷页: 第2012卷 第07期 P07010~页
学科领域:数理科学 » 数学 » 常微分方程与动力系统
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原文链接:http://iopscience.iop.org/1742-5468/2012/07/P07010/
DOI: 10.1088/1742-5468/2012/07/P07010
ISBN: 1742-5468
关键词: energy landscapes (theory),systems biology,stochastic processes (theory),brownian motion
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评论 (5 个评论)

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发表评论人: [2016/3/31 16:56:12] 
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发表评论人:xujx [2012/9/20 20:50:22] 
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发表评论人:xujx [2012/9/20 20:48:51] 
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