Stochastic Hamiltonian dynamical systems (Q931885): Difference between revisions

Some stochastic analysis tools due to P. A. Meyer and L. Schwartz (1981--1982) are used to generalize main concepts of classical mechanics to stochastic Hamiltonian equations on Poisson manifolds. All the considered manifolds are supposed to be finite-dimensional, second-countable, locally compact and Hausdorff ones. A variational principle (called critical action principle) is proposed to characterize stochastic Hamilton equations on those manifolds. Lyapunov stability, stability in probability, conservation laws and energy methods are discussed. There is an appendix summarizing some major facts of stochastic calculus on manifolds.