Brownian colloidal particles: Ito, Stratonovich or a different stochastic interpretation

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.

References in corpus (3)

• Influence of Noise on Force Measurements
• Force measurement in the presence of Brownian noise: Equilibrium distribution method vs. Drift method
• Comment on "Influence of Noise on Force Measurement" [arXiv:1004.0874]

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