Hänggi-Klimontovich integral is shown to be less suitable than Itô or Stratonovich for modeling random dispersal of Langevin particles and relativistic Brownian motion.
Vasicek, An equilibrium characterization of the term structure , Journal of Financial Economics 5, 177–188 (1977)
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It\^o versus H\"anggi-Klimontovich
Hänggi-Klimontovich integral is shown to be less suitable than Itô or Stratonovich for modeling random dispersal of Langevin particles and relativistic Brownian motion.