Preprint, October 2022. Nonlinearity 37 (2024) 075018 (12 pages at 1.5 months per page).
Georg Gottwald and Ian Melbourne
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.