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

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)

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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

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(11)

• Stochastic complementary variational principles
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• Stochastic dynamics: A review of stochastic calculus of variations
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• What is the Lagrangian counting?
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