Title of article :
Stochastic hamiltonian dynamical systems
Author/Authors :
Lلzaro-Camي، نويسنده , , Joan-Andreu and Ortega، نويسنده , , Juan-Pablo، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Pages :
58
From page :
65
To page :
122
Abstract :
We use the global stochastic analysis tools introduced by R A. Meyer and L. Schwartz to write down a stochastic generalization of the Hamilton equations on a Poisson manifold that, for exact symplectic manifolds, are characterized by a natural critical action principle similar to the one encountered in classical mechanics. Several features and examples in relation with the solution semimartingales of these equations are presented.
Keywords :
stochastic Hamilton equations , stochastic variational principle , Stochastic mechanics
Journal title :
Reports on Mathematical Physics
Serial Year :
2008
Journal title :
Reports on Mathematical Physics
Record number :
1585844
Link To Document :
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