Article ID Journal Published Year Pages File Type
1901185 Reports on Mathematical Physics 2008 58 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics