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Note:Duality of Stochastic Hamiltonian Systems
Authors:Peng Shige
Affiliation:School of Mathematics and Information Science Shandong University
Abstract:It is well known that,a Hamiltonian system is time inversable. With this important property one can construct its dual Hamiltonian system. In the stochastic (non deterministic) situation the time inversable property holds no longer true. An interesting question is:if its dual stochastic Hamiltonian system still can be found? This note answers this question.
Keywords:duality property  stochastic  Hamiltonian system
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