Mécanique aléatoire

DOI10.1007/BFb0088591zbMath0457.60002OpenAlexW4231366763MaRDI QIDQ1151184

Publication date: 1981

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0088591

zbMATH Keywords

geodesic polygons geometric maximum principle classical mechanics systems submitted to random perturbations generalized Poincare-Cartan form problem of reversibility random electromagnetic field stochastic flows of diffeomorphisms of a manifold stochastic optimization problems Stokes type formula Stratonovitch calculus

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Optimal stochastic control (93E20) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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