Stochastic complementary variational principles (Q1058779)
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scientific article; zbMATH DE number 3901765
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| English | Stochastic complementary variational principles |
scientific article; zbMATH DE number 3901765 |
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Stochastic complementary variational principles (English)
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1985
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We are concerned with a variational calculus for Markovian stochastic processes, which characterizes the dynamics of probabilistic systems by extremal properties for some functionals of processes. Specifically, we develop stochastic dual or complementary variational principles for functionals of convex-concave type. Conditions for the existence of a pair of dual extremum principles are given. Application to the stochastic mechanics of Nelson is given.
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extremal properties
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variational principles for functionals of convex- concave type
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stochastic mechanics
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0.8502552509307861
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0.7951850295066833
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0.7778717875480652
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0.7716067433357239
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