I always hear about noise that is "additive" (as well as being Gaussian),and I guess I'm wondering what the opposite is - what kind of noise is not additive? What does the SDE with non-additive noise look like?
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4one could have for example multiplicative noise. But one could imagine infinitely many stochastic models. – Andreas H. Nov 12 '14 at 00:39
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Doesn't it just mean that the noise is independent of the "system", or alternatively that two sources of noise are independent? What is the exact definition of additive noise that you use? – Student tea Nov 12 '14 at 09:18