The applicability of stochastic differential equations to thermodynami
cs is considered and a new form, different from the classical Ito and
Stratonovich forms, is introduced. It is shown that the new presentati
on is more appropriate for the description of thermodynamic fluctuatio
ns. The range of validity of the Boltzmann-Einstein principle is also
discussed and a generalised alternative is proposed. Both expressions
coincide in the small-fluctuation limit, providing a normal distributi
on density.