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  • Title: Brownian colloidal particles: Ito, Stratonovich, or a different stochastic interpretation.
    Author: Sancho JM.
    Journal: Phys Rev E Stat Nonlin Soft Matter Phys; 2011 Dec; 84(6 Pt 1):062102. PubMed ID: 22304133.
    Abstract:
    Recent experiments on Brownian colloidal particles have been studied theoretically in terms of overdamped Langevin equations with multiplicative white noise using an unconventional stochastic interpretation. Complementary numerical simulations of the same system are well described using the conventional Stratonovich interpretation. Here we address this dichotomy from a more generic starting point: the underdamped Langevin equation and its corresponding Fokker-Planck equation.
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