4 citations · 4 across the 3 of their papers we have counts for
3 papers
math.PR2008
The stochastic Hamilton-Jacobi equation
Joan-Andreu Lázaro-Camí, Juan-Pablo Ortega
We extend some aspects of the Hamilton-Jacobi theory to the category of stochastic Hamiltonian dynamical systems. More specifically, we show that the stochastic action satisfies th…
math.PR2008
Superposition rules and stochastic Lie-Scheffers systems
Joan-Andreu Lázaro-Camí, Juan-Pablo Ortega
This paper proves a version for stochastic differential equations of the Lie-Scheffers Theorem. This result characterizes the existence of nonlinear superposition rules for the gen…
math.PR2007★ 4 cited
Stochastic Hamiltonian dynamical systems
Joan-Andreu Lázaro-Camí, Juan-Pablo Ortega
We use the global stochastic analysis tools introduced by P. A. Meyer and L. Schwartz to write down a stochastic generalization of the Hamilton equations on a Poisson manifold that…