Symmetries in the stochastic calculus of variations

DOI10.1007/s004400050091zbMath0868.60064OpenAlexW2029466144MaRDI QIDQ679157

Michèle Thieullen, Jean-Claude Zambrini

Publication date: 18 August 1997

Published in: Probability Theory and Related Fields (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

Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (23)

Reciprocal class of jump processes ⋮ Symmetry of stochastic non-variational differential equations ⋮ Conditioning and initial enlargement of filtration on a Riemannian manifold. ⋮ Probability and Quantum Symmetries. II. The Theorem of Nœther in quantum mechanics ⋮ Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges ⋮ Position dependent non-linear Schrödinger hierarchies: involutivity, commutation relations, renormalisation and classical invariants ⋮ Symmetries of stochastic differential equations using Girsanov transformations ⋮ Entropy minimization and Schrödinger processes in infinite dimensions ⋮ A survey of the Schrödinger problem and some of its connections with optimal transport ⋮ Reciprocal Processes: A Stochastic Analysis Approach ⋮ W-symmetries of Ito stochastic differential equations ⋮ Symmetries of the backward heat equation with potential and interest rate models ⋮ Reciprocal processes. A measure-theoretical point of view ⋮ Stochastic Hamiltonian dynamical systems ⋮ A Noether theorem for Markov processes ⋮ Euclidean quantum mechanics in the momentum representation ⋮ Dynamical aspects of the generalized Schrödinger problem via Otto calculus -- a heuristic point of view ⋮ Navier-Stokes and stochastic Navier-Stokes equations via Lagrange multipliers ⋮ The Sharma-Parthasarathy stochastic two-body problem ⋮ The stochastisation hypothesis and the spacing of planetary systems ⋮ Isovectors for the Hamilton-Jacobi-Bellman equation, formal stochastic differentials and constants of motion in Euclidean quantum mechanics ⋮ Some recent developments on Lie symmetry analysis of stochastic differential equations ⋮ Unnamed Item

This page was built for publication: Symmetries in the stochastic calculus of variations