Construction of a functional by a given second-order Ito stochastic equation

Abstract

In this article, we consider the problem of extending Hamilton’s principle to the class of natural mechanical systems with random perturbing forces of white noise type. By the method of moment functions, we construct the functionals taking a stationary value on the solutions of a given stochastic equation of Lagrangian structure.

Keywords

• ito stochastic equations
• helmholtz problem
• method of moment functions
• 60gxx
• 34a55