stabilityconservation lawsenergy methodstochastic differential equationssymplectic manifoldvariational principlesemimartingalesclassical mechanicsPoisson manifoldstochastic mechanicsequations on manifoldscritical action principlestochastic Hamiltonian dynamical systems
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability problems for finite-dimensional Hamiltonian and Lagrangian systems (37J25) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Stochastic stability in control theory (93E15) Random dynamical systems (37H99)
Abstract: We use the global stochastic analysis tools introduced by P. A. Meyer and L. Schwartz to write down a stochastic generalization of the Hamilton equations on a Poisson manifold that, for exact symplectic manifolds, are characterized by a natural critical action principle similar to the one encountered in classical mechanics. Several features and examples in relation with the solution semimartingales of these equations are presented.
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