Igor G. Vladimirov

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

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 viscous damping and the Wi...