Maupertuis’ principle of least action in stochastic calculus of variations

DOI10.1063/1.526288zbMath0542.60099OpenAlexW2099098798MaRDI QIDQ3330282

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)

Related Items

Symmetry of stochastic non-variational differential equations, Canonical stochastic dynamical systems, Stochastic dynamics: A review of stochastic calculus of variations, A cinematic study of quantum kinematics

Cites Work

• 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
• Stochastic calculus of variations