Multiplicative white-noise-induced phase transitions: the role of the stochastic interpretation

摘要

We present here a study of multiplicative-noise Stochastic Partial Differential Equations (SPDE) and their sensitivity to the stochastic interpretation (Ito or Stratonovich). We analyze both static effects such as noise-induced phase transitions and dynamical ones such as the domain growth of the spatial structures in their way towards the steady state. We discuss in which circumstances a particular choice of stochastic interpretation induces qualitative changes.