A stochastic version and a Liouville theorem for hamiltonian inclusions with convex dissipation

Abstract

The statistical counterpart of the formalism of hamiltonian systems with convex dissipation arXiv:0810.1419 , arXiv:1408.3102 is a completely open subject. Here are described a stochastic version of the SBEN principle and a Liouville type theorem which uses a minimal dissipation cost functional.

References in corpus (1)

• Hamiltonian inclusions with convex dissipation with a view towards applications

Cited by in corpus (1)

• On the information content of the difference from hamiltonian evolution