It\^{o}, Stratonovich, and zoom-in schemes in stochastic inflation

TL;DR

This paper explores the relationship between Itô and Stratonovich stochastic calculus approaches in the context of stochastic inflation, introducing a zoom-in scheme that clarifies their differences and implications for numerical and theoretical work.

Contribution

It introduces a novel zoom-in scheme in stochastic inflation that links Itô and Stratonovich approaches and clarifies their roles in non-Markovian dynamics.

Findings

The zoom-in scheme is equivalent to Itô in the Markovian limit.

Stratonovich approach lacks a similar zoom-in interpretation.

Framework connects stochastic inflation with perturbation theory and $ abla N$ formalism.

Abstract

The It\^{o} and Stratonovich approaches are two ways to integrate stochastic differential equations. Detailed knowledge of the origin of the stochastic noise is needed to determine which approach suits a particular problem. I discuss this topic pedagogically in stochastic inflation, where the noise arises from a changing comoving coarse-graining scale or, equivalently, from `zooming in' into inflating space. I introduce a zoom-in scheme where deterministic evolution alternates with instantaneous zoom-in steps. I show that this alternating zoom-in scheme is equivalent to the It\^{o} approach in the Markovian limit, while the Stratonovich approach doesn't have a similar interpretation. In the full non-Markovian setup, the difference vanishes. The framework of zoom-in schemes clarifies the relationship between computations in stochastic inflation, linear perturbation theory, and the classical $\Delta N$ formalism. It informs the numerical implementation of stochastic inflation and is a building block for a first-principles derivation of the stochastic equations.