Stochastic calculus of variations and mechanics
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Publication:1170748
DOI10.1007/BF00934436zbMath0497.49013MaRDI QIDQ1170748
Publication date: 1983
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
stochastic calculus of variations; logarithmic transformation; stochastic mechanics; heat equation with a potential term; least average action
49L20: Dynamic programming in optimal control and differential games
44A15: Special integral transforms (Legendre, Hilbert, etc.)
82B05: Classical equilibrium statistical mechanics (general)
35Q99: Partial differential equations of mathematical physics and other areas of application
49J55: Existence of optimal solutions to problems involving randomness
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