Maupertuis’ principle of least action in stochastic calculus of variations

DOI10.1063/1.526288MaRDI QIDQ3330282zbMATH OpenOpenAlexFDO

Authors Jean-Claude Zambrini

Publication date 1984

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.526288

zbMATH Keywords

least action principlestochastic calculus of variationsstochastic mechanics

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic mechanics (including stochastic electrodynamics) (81P20)

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Cites work

• A variational principle for the Navier-Stokes equation
• On a certain class of two-sided continuous local semimartingales: Toward a sample-wise characterization of the Nelson process
• Semi-classical quantum mechanics and stochastic calculus of variations
• Stochastic calculus of variations

Cited in

(13)

• Stochastic dynamics: A review of stochastic calculus of variations
• Stochastic complementary variational principles
• What is the Lagrangian counting?
• Critical Ornstein-Uhlenbeck processes
• An intrinsic calculus of variations for functionals of laws of semi-martingales
• Symmetry of stochastic non-variational differential equations
• scientific article; zbMATH DE number 3860103 (Why is no real title available?)
• scientific article; zbMATH DE number 3978106 (Why is no real title available?)
• scientific article; zbMATH DE number 3980165 (Why is no real title available?)
• Canonical stochastic dynamical systems
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• Symmetries in the stochastic calculus of variations
• A cinematic study of quantum kinematics

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