Symmetries in the stochastic calculus of variations

DOI10.1007/S004400050091MaRDI QIDQ679157zbMATHOpenAlexFDO

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)

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