Representing a second-order Ito equation as an equation with a given force structure

Abstract

The problem of constructing equivalent equations with a given structure of forces by the given system of stochastic equations is considered. The equivalence of equations in the sense of almost surely is investigated. The paper determines the conditions under which a given system of second-order Ito stochastic differential equations is represented in the form of stochastic Lagrange equations with non-potential forces of a certain structure. Necessary and sufficient conditions for the representability of stochastic equations in the form of stochastic equations with non-potential forces admitting the Rayleigh function are obtained. The obtained results are illustrated by an example of motion of a symmetric satellite in a circular orbit, assuming a change in pitch under the action of gravitational and aerodynamic forces.