Is there a general interpretation of vital significance of multi-scale phenomena?

11 April 2013 0 4K Report

Multi-scale problems are widely recognized in physics and chemistry. A notable one is Brownian motion, where the stochastic term has order of square root of time t. Consider an Ito stochastic differential equation dX=udt + bdW in which case dt~(dW)^2 . dW produces a great influence on the evolution in long term.

Can anyone help me to understand this?

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