From the geometry of parabolic PDE to the geometry of SDE

MaRDI QIDQ5429940zbMATH OpenFDO

Authors Jean-Claude Zambrini

Publication date 4 December 2007

zbMATH Keywords

classical integrabilitycontact geometrystochastic integrability

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Differential geometric methods (tensors, connections, symplectic, Poisson, contact, Riemannian, nonholonomic, etc.) for problems in mechanics (70G45) Completely integrable systems and methods of integration for problems in Hamiltonian and Lagrangian mechanics (70H06) General mathematical topics and methods in quantum theory (81Q99)

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Cited in

(2)

• A probabilistic deformation of calculus of variations with constraints
• Probabilistic deformation of contact geometry, diffusion processes and their quadratures

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