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Renyi's Relative Entropy Lyapunov Functional for Convergence to Invariant Measure in Dissipative Stochastic Hamiltonian Systems

Vladimirov, Igor G.
arXiv (OAI Expanded) · Papers
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94a17analysis-of-pdesdynamical-systemsmathematical-physicsoptimization-and-controlprobability
This paper is concerned with multivariable stochastic Hamiltonian systems governed by an ordinary differential equation for the position and an Ito stochastic differential equation for the momentum. The momentum dynamics involve both conservative and nonconservative forcing including Langevin viscou
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