Symmetries in the stochastic calculus of variations

DOI10.1007/S004400050091zbMATH Open0868.60064OpenAlexW2029466144MaRDI QIDQ679157FDOQ679157

Authors Michèle Thieullen, Jean-Claude Zambrini

Publication date 18 August 1997

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s004400050091

zbMATH Keywords

calculus of variationsspace-time transformationsstochastic action integralstochastic version of Noether theorem

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44)

Recommendations

• An intrinsic calculus of variations for functionals of laws of semi-martingales
• Noether’s theorem in symmetric stochastic calculus of variations
• A stochastic Noether theorem.
• Maupertuis’ principle of least action in stochastic calculus of variations
• scientific article; zbMATH DE number 3980165

Cited in

(30)

• Position dependent non-linear Schrödinger hierarchies: involutivity, commutation relations, renormalisation and classical invariants
• The stochastisation hypothesis and the spacing of planetary systems
• Reciprocal processes: a stochastic analysis approach
• Dynamical aspects of the generalized Schrödinger problem via Otto calculus -- a heuristic point of view
• Stochastic Hamiltonian dynamical systems
• Pathwise stochastic control and a class of stochastic partial differential equations
• W-symmetries of Ito stochastic differential equations
• Noether’s theorem in symmetric stochastic calculus of variations
• The Sharma-Parthasarathy stochastic two-body problem
• Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges
• An intrinsic calculus of variations for functionals of laws of semi-martingales
• Entropy minimization and Schrödinger processes in infinite dimensions
• Reciprocal class of jump processes
• Symmetries of stochastic differential equations using Girsanov transformations
• Hidden symmetries of stochastic models
• Isovectors for the Hamilton-Jacobi-Bellman equation, formal stochastic differentials and constants of motion in Euclidean quantum mechanics
• A Noether theorem for Markov processes
• Symmetry classification of scalar autonomous Ito stochastic differential equations with simple noise
• A stochastic Noether theorem.
• Average preserving variation processes in view of optimization
• Navier-Stokes and stochastic Navier-Stokes equations via Lagrange multipliers
• Euclidean quantum mechanics in the momentum representation
• Probability and Quantum Symmetries. II. The Theorem of Nœther in quantum mechanics
• Reciprocal processes. A measure-theoretical point of view
• Some recent developments on Lie symmetry analysis of stochastic differential equations
• A survey of the Schrödinger problem and some of its connections with optimal transport
• Symmetry of stochastic non-variational differential equations
• scientific article; zbMATH DE number 1106853 (Why is no real title available?)
• Conditioning and initial enlargement of filtration on a Riemannian manifold.
• Symmetries of the backward heat equation with potential and interest rate models

This page was built for publication: Symmetries in the stochastic calculus of variations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q679157)