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: | , , |
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Format: | Article |
Language: | English |
Published: |
De Gruyter
2023-12-01
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Series: | Open Mathematics |
Subjects: | |
Online Access: | https://doi.org/10.1515/math-2023-0148 |