Hamiltonian systems with a stochastic force:nonlinear versus linear, and a girsanov formula
From MaRDI portal
Publication:4018643
DOI10.1080/17442509208833772zbMath0756.60072MaRDI 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 semigroup; diffusion processes; Girsanov formula; Radon-Nikodym derivative; stochastic flow; moment estimates; existence of pathwise unique solutions; Hamiltonian systems with white noise forcing term
60J60: Diffusion processes
37J99: Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems
60H99: Stochastic analysis
Related Items
Long time behavior of nonlinear stochastic oscillators: The one-dimensional Hamiltonian case, On stochastic diffusion equations and stochastic Burgers’ equations, Quantum mechanics of charged particles in random electromagnetic fields, The rate of escape for some Gaussian processes and the scattering theory for their small perturbations, Stochastic Hamiltonian-Jacobi-Bellman equation and stochastic Hamiltonian systems