Hänggi-Klimontovich integral is shown to be less suitable than Itô or Stratonovich for modeling random dispersal of Langevin particles and relativistic Brownian motion.
Tsekov, Stochastic equations for thermodynamics , Journal of the Chemical Society, Faraday Transactions 93, 1751–1753 (1997)
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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.