{"ID":2832623,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2512.05838","arxiv_id":"2512.05838","title":"Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective","abstract":"We extend deterministic port-Hamiltonian systems (PHS) to a stochastic framework by means of stochastic differential equations. As the dissipation inequality plays a crucial role for deterministic PHS, we develop several passivity concepts for stochastic input-state-output systems and characterize these in terms of the parameters of the system. Afterwards, we examine properties of a certain class of linear stochastic systems that can be regarded as an extension of linear deterministic PHS to a stochastic passivity framework.","short_abstract":"We extend deterministic port-Hamiltonian systems (PHS) to a stochastic framework by means of stochastic differential equations. As the dissipation inequality plays a crucial role for deterministic PHS, we develop several passivity concepts for stochastic input-state-output systems and characterize these in terms of the...","url_abs":"https://arxiv.org/abs/2512.05838","url_pdf":"https://arxiv.org/pdf/2512.05838v1","authors":"[\"Julia Ackermann\",\"Thomas Kruse\",\"Stefan Tappe\"]","published":"2025-12-05T16:12:32Z","proceeding":"math.OC","tasks":"[\"math.OC\",\"math.PR\"]","methods":"[]","has_code":false}