Summary
The physical implications of Itô and Stratonovich stochastic calculi are analysed in terms of the transformation of a Poisson multiplicative stochastic process into a Gaussian process.
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Work supported in part by a contribution from the CNR.
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Lavenda, B.H., Compiani, M. The physical implications of two forms of stochastic calculi. Lett. Nuovo Cimento 38, 345–352 (1983). https://doi.org/10.1007/BF02786006
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DOI: https://doi.org/10.1007/BF02786006