White-noise limit of nonwhite nonequilibrium processes.
The asymptotic behavior of a stochastic process subject to a colored noise is considered in the limit of vanishing correlation time of the noise. The interpretation of the multiplicative noise of the effective equation is investigated. The mathematically consistent formulation of the stochastic calculus for the limiting process is given. It differs in general from the Stratonovich one which is recovered when the colored noise obeys detailed balance or is a one-dimensional process.
Physics Department and INFN, University of Turin, 10125 Turin, Italy.
Stefano
S
Bo
Physics of Biological Systems, Institut Pasteur and CNRS UMR 3525, 28 rue du docteur Roux, 75015 Paris, France.
Antonio
A
Celani
D008962:Models, Theoretical; D013269:Stochastic Processes