A probabilistic deformation of calculus of variations with constraints

DOI10.1007/978-3-0348-0021-1_12MaRDI QIDQ2904877zbMATH OpenOpenAlexFDO

Authors Jean-Claude Zambrini, Christian Léonard

Publication date 24 August 2012

Published in Seminar on Stochastic Analysis, Random Fields and Applications VI (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-0348-0021-1_12

zbMATH Keywords

relative entropyconditional law of large numbersBernstein processesprobabilistic calculus of variationsstochastic least action principle

Mathematics Subject Classification ID

Large deviations (60F10) Random measures (60G57) Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving randomness (49K45) Hamilton-Jacobi theories (49L99) Optimal stochastic control (93E20)

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Cited in

(2)

• scientific article; zbMATH DE number 3978106 (Why is no real title available?)
• The research program of stochastic deformation (with a view toward geometric mechanics)

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