Construction of a functional by a given second-order Ito stochastic equation
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 eq...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2023-12-01
|
| Series: | Open Mathematics |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/math-2023-0148 |
| _version_ | 1797387357808230400 |
|---|---|
| author | Tleubergenov Marat Vassilina Gulmira Ismailova Shakhmira |
| author_facet | Tleubergenov Marat Vassilina Gulmira Ismailova Shakhmira |
| author_sort | Tleubergenov Marat |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-03-08T22:23:00Z |
| format | Article |
| id | doaj.art-dfbcbefdb72e490a85edc7bad1c8f791 |
| institution | Directory Open Access Journal |
| issn | 2391-5455 |
| language | English |
| last_indexed | 2024-03-08T22:23:00Z |
| publishDate | 2023-12-01 |
| publisher | De Gruyter |
| record_format | Article |
| series | Open Mathematics |
| spelling | doaj.art-dfbcbefdb72e490a85edc7bad1c8f7912023-12-18T12:43:25ZengDe GruyterOpen Mathematics2391-54552023-12-0121165967010.1515/math-2023-0148Construction of a functional by a given second-order Ito stochastic equationTleubergenov Marat0Vassilina Gulmira1Ismailova Shakhmira2Institute of Mathematics and Mathematical Modeling, Almaty, KazakhstanInstitute of Mathematics and Mathematical Modeling, Almaty, KazakhstanInstitute of Mathematics and Mathematical Modeling, Almaty, KazakhstanIn 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.https://doi.org/10.1515/math-2023-0148ito stochastic equationshelmholtz problemmethod of moment functions60gxx34a55 |
| spellingShingle | Tleubergenov Marat Vassilina Gulmira Ismailova Shakhmira Construction of a functional by a given second-order Ito stochastic equation Open Mathematics ito stochastic equations helmholtz problem method of moment functions 60gxx 34a55 |
| title | Construction of a functional by a given second-order Ito stochastic equation |
| title_full | Construction of a functional by a given second-order Ito stochastic equation |
| title_fullStr | Construction of a functional by a given second-order Ito stochastic equation |
| title_full_unstemmed | Construction of a functional by a given second-order Ito stochastic equation |
| title_short | Construction of a functional by a given second-order Ito stochastic equation |
| title_sort | construction of a functional by a given second order ito stochastic equation |
| topic | ito stochastic equations helmholtz problem method of moment functions 60gxx 34a55 |
| url | https://doi.org/10.1515/math-2023-0148 |
| work_keys_str_mv | AT tleubergenovmarat constructionofafunctionalbyagivensecondorderitostochasticequation AT vassilinagulmira constructionofafunctionalbyagivensecondorderitostochasticequation AT ismailovashakhmira constructionofafunctionalbyagivensecondorderitostochasticequation |