{
  "id": "1605.02897",
  "version": "v1",
  "published": "2016-05-10T09:16:37.000Z",
  "updated": "2016-05-10T09:16:37.000Z",
  "title": "Variable transforms in stochastic differential equations",
  "authors": [
    "Dietrich Ryter"
  ],
  "comment": "Replaces 1510.01247 1405.3066 1403.1060 1308.4515",
  "categories": [
    "math-ph",
    "math.MP"
  ],
  "abstract": "A state-dependence of the coupling with the noise can always be removed by a change of the variables. This excludes a free choice of the integration sense. The inverse transform by the Ito formula entails the Stratonovich sense, when a drift is absent or transforms as a tensor.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2016-05-10T09:16:37.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic differential equations",
      "variable transforms",
      "ito formula entails",
      "integration sense",
      "stratonovich sense"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}