Construction of a functional by a given second-order Ito stochastic equation

Abstract: In this article, we consider the problem of extending Hamilton’s principle to the class of natural mechanical systems with random perturbing forces of white noise type. By the method of moment functions, we construct the functionals taking a stationary value on the solutions of a given stochastic equation of Lagrangian structure.

Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
Online-Ressource
Language
Englisch

Bibliographic citation
Construction of a functional by a given second-order Ito stochastic equation ; volume:21 ; number:1 ; year:2023 ; extent:11
Open mathematics ; 21, Heft 1 (2023) (gesamt 11)

Creator
Tleubergenov, Marat
Vassilina, Gulmira
Ismailova, Shakhmira

DOI
10.1515/math-2023-0148
URN
urn:nbn:de:101:1-2023121213122407412851
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:20 AM CEST

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Associated

  • Tleubergenov, Marat
  • Vassilina, Gulmira
  • Ismailova, Shakhmira

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