Stochastic Fractional HP Equations
| Autor: | Oana, Chis, Dumitru, Opris |
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| Rok vydání: | 2009 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | In this paper we established the condition for a curve to satisfy stochas- tic fractional HP (Hamilton-Pontryagin) equations. These equations are described using It^o integral. We have also considered the case of stochastic fractional Hamiltonian equa- tions, for a hyperregular Lagrange function. From the stochastic fractional Hamiltonian equations, Langevin fractional equations were found and numerical simulations were done. Comment: 10 pages, 6 figures will be presented at "Symposium of Fractional Signals and Systems", Lisabona, 4-6 November, 2009 |
| Databáze: | arXiv |
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