𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Stochastic Hamiltonian-Jacobi-Bellman equation and stochastic Hamiltonian systems

✍ Scribed by V. N. Kolokoltsov


Publisher
Springer
Year
1996
Tongue
English
Weight
992 KB
Volume
2
Category
Article
ISSN
0925-4668

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Quantum Hamiltonians and Stochastic Jump
✍ Detlef DΓΌrr; Sheldon Goldstein; Roderich Tumulka; Nino Zangh πŸ“‚ Article πŸ“… 2004 πŸ› Springer 🌐 English βš– 330 KB
STOCHASTIC STABILITY OF QUASI-NON-INTEGR
✍ W.Q. Zhu; Z.L. Huang πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 299 KB

An n-degree-of-freedom quasi-non-integrable-Hamiltonian system is first reduced to an Itoˆequation of one-dimensional averaged Hamiltonian by using the stochastic averaging method developed by the first author and his coworkers. The necessary and sufficient conditions for the asymptotic stability in