Stochastic embedding of Lagrangian systems.

DOI10.1016/j.crma.2005.12.028zbMath1086.60042OpenAlexW2047087270MaRDI QIDQ817918

Sébastien Darses, Jacky Cresson

Publication date: 20 March 2006

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2005.12.028

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25)

Related Items

Fractional embedding of differential operators and Lagrangian systems ⋮ On fractional Euler-Lagrange and Hamilton equations and the fractional generalization of total time derivative ⋮ A weak approach to the stochastic deformation of classical mechanics ⋮ A stochastic Noether theorem. ⋮ Probabilities and quantum fluctuations ⋮ Stochastic Hamiltonian dynamical systems ⋮ Stochastic derivatives for fractional diffusions ⋮ Necessary optimality conditions for fractional action‐like integrals of variational calculus with Riemann–Liouville derivatives of order (α, β) ⋮ Non-differentiable embedding of Lagrangian systems and partial differential equations ⋮ The stochastisation hypothesis and the spacing of planetary systems

Cites Work

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• Integration by parts and time reversal for diffusion processes
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