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首页> 外文期刊>Physica, A. Statistical mechanics and its applications >A comment on the Shibata-Hashitsume Langevin equation - Is it of the Stratonovich type or of the Ito type?
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A comment on the Shibata-Hashitsume Langevin equation - Is it of the Stratonovich type or of the Ito type?

机译：关于Shibata-Hashitsume Langevin方程的注释-是Stratonovich型还是Ito型？

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摘要

The Langevin equation derived by Shibata and Hashitsume with the help of the projection operator formula is shown to be the stochastic differential equation of the Ito type. From their derivation, it is natural to interpret it as that of the Stratonovich type. However, comparing the Shibata-Hashitsume (S-H) Langevin equation with the Langevin equation constructed within the framework of non-equilibrium thermo field dynamics (NETFD), the S-H Langevin equation seems to be that of the Ito type. By investigating this contradiction, it is found that the S-H Langevin equation leads to the consistent calculation when it is regarded as the stochastic equation of the Ito type. (C) 1998 Elsevier Science B.V. All rights reserved. [References: 24]
机译：由Shibata和Hashitsume借助投影算子公式得出的Langevin方程被证明是Ito型随机微分方程。从它们的推导中，很自然地将其解释为Stratonovich类型。但是，将Shibata-Hashitsume（S-H）Langevin方程与在非平衡热场动力学（NETFD）框架内构造的Langevin方程进行比较，S-H Langevin方程似乎属于伊藤类型。通过研究这一矛盾，发现当将S-H Langevin方程视为Ito型随机方程时，可以得到一致的计算结果。 （C）1998 Elsevier Science B.V.保留所有权利。 [参考：24]

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