A probabilistic deformation of calculus of variations with constraints

DOI10.1007/978-3-0348-0021-1_12zbMATH Open1246.49015OpenAlexW1684500MaRDI QIDQ2904877FDOQ2904877

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

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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)

• Title not available (Why is that?)
• The research program of stochastic deformation (with a view toward geometric mechanics)

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