Hamiltonian systems with a stochastic force:nonlinear versus linear, and a girsanov formula
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Publication:4018643
DOI10.1080/17442509208833772zbMath0756.60072OpenAlexW1985495767MaRDI QIDQ4018643
Astrid Hilbert, Eduard Zehnder, 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
Markov semigroupdiffusion processesGirsanov formulaRadon-Nikodym derivativestochastic flowmoment estimatesexistence of pathwise unique solutionsHamiltonian systems with white noise forcing term
Diffusion processes (60J60) Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems (37J99) Stochastic analysis (60H99)
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