Stochastic calculus of variations

DOI10.1007/BF00402586zbMath0445.49002MaRDI QIDQ5904536

Kunio Yasue

Publication date: 1980

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

zbMATH Keywords

fundamental theoremstochastic calculus of variations

Mathematics Subject Classification ID

Stochastic integrals (60H05) Existence theories for free problems in one independent variable (49J05) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (max. 100)

Stochastic Euler-Poincaré reduction ⋮ Stochastic variational problems with constraints ⋮ A path-probability representation for wavefunctions ⋮ W-symmetries of Ito stochastic differential equations ⋮ Symmetry and integrability for stochastic differential equations ⋮ Recent advances in symmetry of stochastic differential equations ⋮ Stochastic variational derivations of the Navier-Stokes equation ⋮ On a certain class of two-sided continuous local semimartingales: Toward a sample-wise characterization of the Nelson process

Cites Work

• Schrödinger's variational method of quantization revisited
• Segregation of a population in an environment
• Unnamed Item
• Unnamed Item

This page was built for publication: Stochastic calculus of variations