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

Autor: Tleubergenov Marat, Vassilina Gulmira, Ismailova Shakhmira
Jazyk: angličtina
Rok vydání: 2023
Předmět:
Zdroj: Open Mathematics, Vol 21, Iss 1, Pp 659-670 (2023)
Druh dokumentu: article
ISSN: 2391-5455
DOI: 10.1515/math-2023-0148
Popis: 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.
Databáze: Directory of Open Access Journals