Stochastic Hamiltonian dynamical systems

DOI10.1016/S0034-4877(08)80003-1zbMath1147.37032arXivmath/0702787OpenAlexW2105805106MaRDI QIDQ931885

Juan-Pablo Ortega, Joan-Andreu Lázaro-Camí

Publication date: 3 July 2008

Published in: Reports on Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702787

zbMATH Keywords

stabilityenergy methodconservation lawssemimartingalesstochastic differential equationsvariational principlePoisson manifoldsymplectic manifoldclassical mechanicsstochastic mechanicsequations on manifoldscritical action principlestochastic Hamiltonian dynamical systems

Mathematics Subject Classification ID

Related Items (33)

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Cites Work

• Dynamics on Leibniz manifolds
• Symmetries in the stochastic calculus of variations
• Stochastic embedding of Lagrangian systems.
• Semi-classical quantum mechanics and stochastic calculus of variations
• Stochastic calculus in manifolds. With an appendix by P.A. Meyer
• Conserved quantities and symmetries related to stochastic dynamical systems
• Some formulas for Lyapunov exponents and rotation numbers in two dimensions and the stability of the harmonic oscillator and the inverted pendulum
• Stochastic variational integrators
• Stochastic Calculus
• Construction of Riemannian Coverings
• Stochastic calculus of variations
• Stochastic differential equations. An introduction with applications.
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