Hamilton’s principle in stochastic mechanics

DOI10.1063/1.531187zbMath0859.60098OpenAlexW2088090305MaRDI QIDQ4873402

Michele Pavon

Publication date: 19 May 1996

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

Full work available at URL: https://doi.org/10.1063/1.531187

zbMATH Keywords

variational principlesSchrödinger equationstochastic differential gamesNelson's stochastic mechanicsHamilton-Jacobi-like equationssaddle-point equilibrium solution

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Quantum equilibrium statistical mechanics (general) (82B10) Hamilton's principle (70H25)

Related Items (23)

Free time evolution of the quantum wave function and optimal transportation ⋮ Analytic continuation of stochastic mechanics ⋮ Symmetry of stochastic non-variational differential equations ⋮ Lagrangian dynamics for classical, Brownian, and quantum mechanical particles ⋮ The Burgers equations and the Born rule ⋮ On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint ⋮ QUANTUM CHRONOTOPOLOGY AND TIME ASYMMETRY IN FIELD THEORY ⋮ ON TIME DEFINITION AND THE SCHRÖDINGER'S CAT PARADOX ⋮ Quantum Hamilton equations for multidimensional systems ⋮ A FOOTNOTE TO NELSON'S INTERPRETATION OF THE TWO-SLIT EXPERIMENT ⋮ Quantum Hamilton equations of motion for bound states of one-dimensional quantum systems ⋮ Extremal flows in Wasserstein space ⋮ Particle Spin Described by Quantum Hamilton Equations ⋮ Derivation and application of quantum Hamilton equations of motion ⋮ Stochastic embedding of dynamical systems ⋮ Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle ⋮ Stochastic mechanics and the Feynman integral ⋮ The SchrÖdinger equation in rotating frames by using the stochastic variational method ⋮ On the quantum potential ⋮ Variational principle for stochastic mechanics based on information measures ⋮ Hamilton–Jacobi equations for nonholonomic dynamics ⋮ Generalization of uncertainty relation for quantum and stochastic systems ⋮ Derivation of the wave function collapse in the context of Nelson’s stochastic mechanics

Cites Work

• Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals
• Stochastic control and nonequilibrium thermodynamical systems
• Schrödinger's variational method of quantization revisited
• From the main equation to the Klein-Gordon equation
• Lagrange approach to the optimal control of diffusions
• Stochastic action of dynamical systems on curved manifolds. The geodesic interpolation
• Stochastic calculus of variations

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