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arxiv: math/0702787 · v3 · submitted 2007-02-26 · 🧮 math.PR · math.SG

Stochastic Hamiltonian dynamical systems

classification 🧮 math.PR math.SG
keywords stochasticequationsactionanalysischaracterizedclassicalcriticaldown
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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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