Hamiltonian systems with Levy noise: Symplecticity, Hamilton's principle and averaging principle

Wei, PY; Chao, Y; Duan, JQ

Duan, JQ (reprint author), IIT, Dept Appl Math, Chicago, IL 60616 USA.

PHYSICA D-NONLINEAR PHENOMENA, 2019; 398 (): 69

Abstract

This work focuses on topics related to Hamiltonian stochastic differential equations with Levy noise. We first show that the phase flow of the stochas......

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