I want to solve Lorenz system as a SDE with Wiener process added as noise. I was wondering if this is the correct way to represent this problem ? According to my understanding, the diagonal noise added here has the same properties of Wiener process (i,e. N(0,dt)). Am I mistaken?

Wiener process for Lorenz system

ChrisRackauckas January 7, 2021, 3:40pm 2

Yes that’s what it is.

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