5 citations · 7 across the 11 of their papers we have counts for
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physics.gen-ph2016★ 1 cited
Stochastic differential equations: loss of the Markov property by multiplicative noise
Dietrich Ryter
The solutions of SDEs with multiplicative noise are not Markovian. On a coarse-grained time scale they still are, but only in the "anti-Ito" case. This allows a simple computation…
math-ph2016★ 5 cited
The intrinsic "sense" of stochastic differential equations
Dietrich Ryter
A free choice of the integration sense would lead to the paradox that the number of possible equations (thus of solutions for a given model) can vary under a mere change of the var…