{"title":"时间可逆性和不消失的莱维区","authors":"Georg A Gottwald and Ian Melbourne","doi":"10.1088/1361-6544/ad4947","DOIUrl":null,"url":null,"abstract":"We give a complete description and clarification of the structure of the Lévy area correction to Itô/Stratonovich stochastic integrals arising as limits of time-reversible deterministic dynamical systems. In particular, we show that time-reversibility forces the Lévy area to vanish only in very specific situations that are easily classified. In the absence of such obstructions, we prove that there are no further restrictions on the Lévy area and that it is typically nonvanishing and far from negligible.","PeriodicalId":54715,"journal":{"name":"Nonlinearity","volume":"94 1","pages":""},"PeriodicalIF":1.6000,"publicationDate":"2024-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Time-reversibility and nonvanishing Lévy area\",\"authors\":\"Georg A Gottwald and Ian Melbourne\",\"doi\":\"10.1088/1361-6544/ad4947\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We give a complete description and clarification of the structure of the Lévy area correction to Itô/Stratonovich stochastic integrals arising as limits of time-reversible deterministic dynamical systems. In particular, we show that time-reversibility forces the Lévy area to vanish only in very specific situations that are easily classified. In the absence of such obstructions, we prove that there are no further restrictions on the Lévy area and that it is typically nonvanishing and far from negligible.\",\"PeriodicalId\":54715,\"journal\":{\"name\":\"Nonlinearity\",\"volume\":\"94 1\",\"pages\":\"\"},\"PeriodicalIF\":1.6000,\"publicationDate\":\"2024-05-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Nonlinearity\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1088/1361-6544/ad4947\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Nonlinearity","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1088/1361-6544/ad4947","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
We give a complete description and clarification of the structure of the Lévy area correction to Itô/Stratonovich stochastic integrals arising as limits of time-reversible deterministic dynamical systems. In particular, we show that time-reversibility forces the Lévy area to vanish only in very specific situations that are easily classified. In the absence of such obstructions, we prove that there are no further restrictions on the Lévy area and that it is typically nonvanishing and far from negligible.
期刊介绍：
Aimed primarily at mathematicians and physicists interested in research on nonlinear phenomena, the journal''s coverage ranges from proofs of important theorems to papers presenting ideas, conjectures and numerical or physical experiments of significant physical and mathematical interest.
Subject coverage:
The journal publishes papers on nonlinear mathematics, mathematical physics, experimental physics, theoretical physics and other areas in the sciences where nonlinear phenomena are of fundamental importance. A more detailed indication is given by the subject interests of the Editorial Board members, which are listed in every issue of the journal.
Due to the broad scope of Nonlinearity, and in order to make all papers published in the journal accessible to its wide readership, authors are required to provide sufficient introductory material in their paper. This material should contain enough detail and background information to place their research into context and to make it understandable to scientists working on nonlinear phenomena.
Nonlinearity is a journal of the Institute of Physics and the London Mathematical Society.
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