On Stochastic Phase-Lock Loop Solutions

The solutions to stochastic first- and second-order phaselock loop differential equations are studied in the sense of the calculus of Itô and Stratonovich. The solutions are found to be both theoretically and experimentally invariant to the calculus used. From numerical experimentation it was also discovered that the covergence properties of Euler´s integration method was superior to that of Runge-Kutta-Gill.