Monte Carlo Approaches for Simulating a Particle at a Diffusivity Interface and the "Ito--Stratonovich Dilemma"

Hendrick W. de Haan, Mykyta V. Chubynsky, Gary W. Slater

The possibility of different interpretations of the stochastic term (or calculi) in the overdamped Langevin equation for the motion of a particle in an inhomogeneous medium is ofte…