The asymptotic behavior of a stochastic process subject to a colored noise is considered in the limit of vanishing correlation time of the noise. The interpretation of the multiplicative noise of the effective equation is investigated. The mathematically consistent formulation of the stochastic calculus for the limiting process is given. It differs in general from the Stratonovich one which is recovered when the colored noise obeys detailed balance or is a one-dimensional process.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据