The stochastic Hamilton-Jacobi equation
| dc.creator | Lázaro-Camí, Joan-Andreu | |
| dc.creator | Ortega, Juan-Pablo | |
| dc.date | 2008-06-05 | |
| dc.date | 2008-06-05 | |
| dc.date.accessioned | 2026-07-07T09:42:51Z | |
| dc.date.available | 2026-07-07T09:42:51Z | |
| dc.description | We extend some aspects of the Hamilton-Jacobi theory to the category of stochastic Hamiltonian dynamical systems. More specifically, we show that the stochastic action satisfies the Hamilton-Jacobi equation when, as in the classical situation, it is written as a function of the configuration space using a regular Lagrangian submanifold. Additionally, we will use a variation of the Hamilton-Jacobi equation to characterize the generating functions of one-parameter groups of symplectomorphisms that allow to rewrite a given stochastic Hamiltonian system in a form whose solutions are very easy to find; this result recovers in the stochastic context the classical solution method by reduction to the equilibrium of a Hamiltonian system. | |
| dc.description | 19 pages | |
| dc.identifier | https://arxiv.org/abs/0806.0993 | |
| dc.identifier | http://arxiv.org/abs/0806.0993 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/162336 | |
| dc.subject | Probability | |
| dc.subject | 37Jxx; 65Cxx | |
| dc.title | The stochastic Hamilton-Jacobi equation | |
| dc.type | text |