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 |
本文献已被 CNKI 等数据库收录! |