arXiv 0906.45102009-06-24math.DGmath.DS

随机分数阶HP方程

Stochastic Fractional HP Equations

Chis Oana, Opris Dumitru

备注：: 10 pages, 6 figures will be presented at "Symposium of Fractional Signals and Systems", Lisabona, 4-6 November, 2009

摘要：

本文建立了曲线满足随机分数阶HP（Hamilton-Pontryagin）方程的条件。这些方程用It^o积分来描述。我们还考虑了随机分式Hamilton方程的情况下，超正则拉格朗日函数。从随机分数阶Hamilton方程出发，建立了朗之万分数阶方程，并进行了数值模拟。

英文摘要：

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.

机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。