| Abstract: | We discuss stochastic perturbations of classical Hamiltonian systems by a white noise force. We prove existence and uniqueness results for the solutions of the equation of motion under general conditions on the classical system, as well as their continuous dependence on the initial conditions. We also prove that the process in phase space is a diffusion with transition probability densities, and Lebesgue measure as c-finite invariant measure. We prove a Girsanov formula relating the solution for a nonlinear force with the one for a linear force, and give asymptotic estimates on functions of the phase space process |
