通过给定的二阶伊托随机方程构建函数

IF 1 4区数学 Q1 MATHEMATICS Open Mathematics Pub Date : 2023-12-11 DOI:10.1515/math-2023-0148

Marat Tleubergenov, Gulmira Vassilina, Shakhmira Ismailova

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引用次数: 0

摘要

在本文中，我们考虑了将汉密尔顿原理扩展到具有白噪声类型随机扰动力的自然机械系统的问题。通过矩函数方法，我们构建了在给定的拉格朗日结构随机方程的解上取静止值的函数。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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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 equation of Lagrangian structure.

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来源期刊

Open Mathematics MATHEMATICS-

CiteScore

2.40

自引率

5.90%

发文量

审稿时长

16 weeks

期刊介绍： Open Mathematics - formerly Central European Journal of Mathematics Open Mathematics is a fully peer-reviewed, open access, electronic journal that publishes significant, original and relevant works in all areas of mathematics. The journal provides the readers with free, instant, and permanent access to all content worldwide; and the authors with extensive promotion of published articles, long-time preservation, language-correction services, no space constraints and immediate publication. Open Mathematics is listed in Thomson Reuters - Current Contents/Physical, Chemical and Earth Sciences. Our standard policy requires each paper to be reviewed by at least two Referees and the peer-review process is single-blind. Aims and Scope The journal aims at presenting high-impact and relevant research on topics across the full span of mathematics. Coverage includes: