Can anyone explain to me why the gaussian white noise term is multiplied by the(adsbygoogle = window.adsbygoogle || []).push({}); square rootof the time differential when we turn the Langevin differential equation into a finite difference equation for the purposes of integration?

http://pre.aps.org/pdf/PRE/v50/i6/p4404_1 [Broken]

The step I don't understand is the change in the last term in going from equation 3 to 4.

Any help would be greatly appreciated, thanks!

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# Numerical Integration of Langevin Equation

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