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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…