Stochastic deformation of integrable dynamical systems and random time symmetry

DOI10.1063/1.3467214zbMath1312.70010OpenAlexW2162026598WikidataQ62045056 ScholiaQ62045056MaRDI QIDQ5253682

Jean-Claude Zambrini, Nicolas Privault

Publication date: 27 May 2015

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/114bc613064ed52224308bd78ac37c84a95f7d48

Mathematics Subject Classification ID

Hamilton's equations (70H05) Diffusion processes (60J60) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25) Hamilton's principle (70H25) Perturbations of finite-dimensional Hamiltonian systems, normal forms, small divisors, KAM theory, Arnol'd diffusion (37J40) Completely integrable systems and methods of integration for problems in Hamiltonian and Lagrangian mechanics (70H06) Geometric theory, characteristics, transformations in context of PDEs (35A30) Hamilton-Jacobi equations in mechanics (70H20) Lagrange's equations (70H03)

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Cites Work

• Malliavin calculus and Euclidean quantum mechanics. I: Functional calculus
• On the geometry of the Hamilton-Jacobi-Bellman equation
• A characterization of reciprocal processes via an integration by parts formula on the path space
• Euclidean quantum mechanics in the momentum representation
• Variational processes and stochastic versions of mechanics
• Reciprocal processes
• Stochastic deformation of integrable dynamical systems and random time symmetry
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