Construction of a functional by a given second-order Ito stochastic equation
Tleubergenov M. Vassilina G. Ismailova S.
1 January 2023Walter de Gruyter GmbH
Open Mathematics
2023#21Issue 1
In this article, we consider the problem of extending Hamiltons 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.
Helmholtz problem , Ito stochastic equations , method of moment functions
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Institute of Mathematics and Mathematical Modeling, Almaty, Kazakhstan
Al-Farabi Kazakh National University, Almaty, Kazakhstan
Almaty University of Power Engineering and Telecommunication Named Gumarbek Daukeev, Almaty, Kazakhstan
Institute of Mathematics and Mathematical Modeling
Al-Farabi Kazakh National University
Almaty University of Power Engineering and Telecommunication Named Gumarbek Daukeev
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