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.