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@article{Arnold2000LangevinEW, title={Langevin equations with multiplicative noise: resolution of time discretization ambiguities for equilibrium systems}, author={Arnold}, journal={Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics}, year={2000}, volume={61 6 Pt A}, pages={6091-8} }

- Published 2000 in Physical review. E, Statistical physics, plasmas…

A Langevin equation with multiplicative noise is an equation schematically of the form dq/dt=-F(q)+e(q)xi, where e(q)xi is Gaussian white noise whose amplitude e(q) depends on q itself. Such equations are ambiguous, and depend on the details of one's convention for discretizing time when solving them. I show that these ambiguities are uniquely resolved if… CONTINUE READING