Consensus on the It? vs Stratonovich dilemma revisited

摘要

There goes a famous quote saying “Computers are It? and circuits are Stratonovich.” Much has been discussed in the past about the modeling of white noise process in the stochastic calculus in It? and Stochastic framework as each of the representation has advantage and disadvantage to its attribute. The consensus on It? and Stratonovich dilemma is revisited in this paper in multiplicative noise perspective. Here, we consider a stochastically perturbed power converter as a case study to carry out bilinear-estimation in both the It? and Stratonovich sense and confirm the consensus.