
The Langevin formulation of a number of well-known stochastic processes involves multiplicative noise. In this work we present a systematic mapping of a process with multiplicative noise to a related process with additive noise, which may often be easier to analyse. The mapping is easily understood in the example of the branching process. In a second example we study the random neighbour (or infinite range) contact process which is mapped to an Ornstein-Uhlenbeck process with absorbing wall. The present work might shed some light on absorbing state phase transitions in general, such as the role of conditional expectation values and finite size scaling, and elucidate the meaning of the noise amplitude. While we focus on the physical interpretation of the mapping, we also provide a mathematical derivation.
22 pages, 4 figures, IOP style
Statistical Mechanics (cond-mat.stat-mech), FOS: Physical sciences, Condensed Matter - Statistical Mechanics
Statistical Mechanics (cond-mat.stat-mech), FOS: Physical sciences, Condensed Matter - Statistical Mechanics
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