Stochastic flows and Bismut formulas for stochastic Hamiltonian systems (Q2638354): Difference between revisions
From MaRDI portal
Removed claim: reviewed by (P1447): Item:Q700225 |
Changed an Item |
||
| Property / reviewed by | |||
| Property / reviewed by: Gheorghe Stoica / rank | |||
Normal rank | |||
Revision as of 13:07, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic flows and Bismut formulas for stochastic Hamiltonian systems |
scientific article |
Statements
Stochastic flows and Bismut formulas for stochastic Hamiltonian systems (English)
0 references
15 September 2010
0 references
The global flow of stochastic differential equations is studied when the drift is non-global Lipschitz and has non-linear growth, together with several applications to Hamiltonian systems.
0 references
stochastic flow of diffeomorphisms
0 references
Bismut formula
0 references
