Speaker:
Professor Janek Wehr
Institution:
University of Arizona
Time:
Monday, April 11, 2011 - 4:00pm
Location:
RH 306
Recent experiments show that the Langevin equation
describing the motion of Brownian particle in a diffusion gradient should be
interpreted according to the backwards Ito definition of the
stochastic integral---different from Ito or Stratonovitch. I
will explain this result mathematically and show that other stochastic
integrals, including new, nonstandard ones, should be expected in further
experiments.
