Action minimizing stochastic invariant measures for a class of Lagrangian systems (Q939227)

The author considers a smooth Hamiltonian \(H: \mathbb{T}^n \times \mathbb{R}^n \rightarrow \mathbb{R}^1\) where \(\mathbb{T}^n\) denotes the unit flat torus. He essentially discusses a variational method of constructing an action minimizing stochastic invariant measure of the Lagrangian \(L+ P.q\) where \(P\in \mathbb{R}^n\) and \(L\) is the Legendre transform of \(H\). Moreover, some important properties of this measure are proved. The author considers also the SDE \(dx_t=v(t)dt+\sigma(x_t)dw_t\) on \(\mathbb{T}^n\) such that \(v\) is progressively measurable and \(\sigma \geq 0\) and weakly differentiable. He defines the associated stochastic Mather's functions and he proves their differentiability.