A Probabilistic Deformation of Calculus of Variations with Constraints

DOI10.1007/978-3-0348-0021-1_12zbMath1246.49015OpenAlexW1684500MaRDI QIDQ2904877

Jean-Claude Zambrini, Christian Léonard

Publication date: 24 August 2012

Published in: Seminar on Stochastic Analysis, Random Fields and Applications VI (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-0348-0021-1_12

zbMATH Keywords

relative entropyconditional law of large numbersBernstein processesprobabilistic calculus of variationsstochastic least action principle

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Large deviations (60F10) Random measures (60G57) Optimality conditions for problems involving randomness (49K45) Hamilton-Jacobi theories (49L99) Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

• Minimizers of energy functionals
• Malliavin calculus and Euclidean quantum mechanics. I: Functional calculus
• Exit probabilities and optimal stochastic control
• Markovian bridges and reversible diffusion processes with jumps
• Variational processes and stochastic versions of mechanics
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