Hamiltonian systems with a stochastic force:nonlinear versus linear, and a girsanov formula

DOI10.1080/17442509208833772zbMath0756.60072OpenAlexW1985495767MaRDI QIDQ4018643

Astrid Hilbert, Sergio A. Albeverio

Publication date: 16 January 1993

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509208833772

zbMATH Keywords

Markov semigroupdiffusion processesGirsanov formulaRadon-Nikodym derivativestochastic flowmoment estimatesexistence of pathwise unique solutionsHamiltonian systems with white noise forcing term

Mathematics Subject Classification ID

Diffusion processes (60J60) Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems (37J99) Stochastic analysis (60H99)

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