A STOCHASTIC INVARIANTIZATION METHOD FOR ITÔ STOCHASTIC PERTURBATIONS OF DIFFERENTIAL EQUATIONS - Archive ouverte HAL
Article Dans Une Revue Proceedings of the Institute of Mathematics and Mechanics Année : 2019

A STOCHASTIC INVARIANTIZATION METHOD FOR ITÔ STOCHASTIC PERTURBATIONS OF DIFFERENTIAL EQUATIONS

Yasmina Khelou
  • Fonction : Auteur
Khadra Nachi
  • Fonction : Auteur

Résumé

In general, adding a stochastic perturbation to a dierential equation possessing an invariant manifold destroys the invariance as far as the Itô formalism is used. In this article, we propose an invariantization method for perturbations in the Itô case which can be used to restore invariance. We then apply our results to develop a stochastic version of the Landau-Lifshitz equation. We discuss in particular previous results obtained by Étoré and al. in [6].
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Dates et versions

hal-02420520 , version 1 (19-12-2019)

Identifiants

  • HAL Id : hal-02420520 , version 1

Citer

Jacky Cresson, Yasmina Khelou, Khadra Nachi. A STOCHASTIC INVARIANTIZATION METHOD FOR ITÔ STOCHASTIC PERTURBATIONS OF DIFFERENTIAL EQUATIONS. Proceedings of the Institute of Mathematics and Mechanics, 2019. ⟨hal-02420520⟩
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