Maupertuis’ principle of least action in stochastic calculus of variations

DOI10.1063/1.526288zbMATH Open0542.60099OpenAlexW2099098798MaRDI QIDQ3330282FDOQ3330282

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

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zbMATH Keywords

least action principlestochastic calculus of variationsstochastic mechanics

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (11)

• An intrinsic calculus of variations for functionals of laws of semi-martingales
• Title not available (Why is that?)
• Critical Ornstein-Uhlenbeck processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic complementary variational principles
• What is the Lagrangian counting?
• A cinematic study of quantum kinematics
• Symmetry of stochastic non-variational differential equations
• Stochastic dynamics: A review of stochastic calculus of variations
• Canonical stochastic dynamical systems

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