Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1901185 | Reports on Mathematical Physics | 2008 | 58 Pages |
Abstract
We use the global stochastic analysis tools introduced by R 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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