On the solvability of stochastic Helmholtz problem (Q2227220): Difference between revisions

In this paper, the authors consider inverse problems for differential systems in the presence of random perturbations. They employ the method of additional variables to establish sufficient conditions for the representation of stochastic differential equations of the second order in the form of stochastic Lagrange equations. Moreover, they establish the representation of stochastic differential equations of the first order in the form of stochastic canonical equations. Several examples are presented to illustrate the results obtained.