AbstractA theory of stochastic calculus of variations is presented which generalizes the ordinary calculus of variations to stochastic processes. Generalizations of the Euler equation and Noether's theorem are obtained and several conservation laws are discussed. An application to Nelson's probabilistic framework of quantum mechanics is also given
"Stochastic calculus provides a powerful description of a specific class of stochastic processes in ...
Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to p...
Methods of global analysis and stochastic analysis are most often applied in mathematical physics as...
AbstractA theory of stochastic calculus of variations is presented which generalizes the ordinary ca...
4 pagesThe stochastic embedding procedure associates a stochastic Euler-Lagrange equation (SEL) to t...
In the general framework of stochastic control theory we introduce a suitable form of stochastic act...
The Eulerian formalism versus the Lagrangian one is investigated within the framework of the variati...
The Eulerian formalism versus the Lagrangian one is investigated within the framework of the variati...
In this Chapter, the basic concepts of stochastic integration are explained in a way that is readily...
This book provides a comprehensive introduction to the theory of stochastic calculus and some of its...
An Introduction to Quantum Stochastic Calculus aims to deepen our understanding of the dynamics of s...
39 pages. First version. Preprint LAGA-Paris 13 2004-28. To appear: Séminaire de Probabilités numéro...
AbstractA variation principle which leads to the kinetic equation in a stochastic Markovian process ...
Le;vy processes form a wide and rich class of random process, and have many applications ranging fro...
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely appl...
"Stochastic calculus provides a powerful description of a specific class of stochastic processes in ...
Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to p...
Methods of global analysis and stochastic analysis are most often applied in mathematical physics as...
AbstractA theory of stochastic calculus of variations is presented which generalizes the ordinary ca...
4 pagesThe stochastic embedding procedure associates a stochastic Euler-Lagrange equation (SEL) to t...
In the general framework of stochastic control theory we introduce a suitable form of stochastic act...
The Eulerian formalism versus the Lagrangian one is investigated within the framework of the variati...
The Eulerian formalism versus the Lagrangian one is investigated within the framework of the variati...
In this Chapter, the basic concepts of stochastic integration are explained in a way that is readily...
This book provides a comprehensive introduction to the theory of stochastic calculus and some of its...
An Introduction to Quantum Stochastic Calculus aims to deepen our understanding of the dynamics of s...
39 pages. First version. Preprint LAGA-Paris 13 2004-28. To appear: Séminaire de Probabilités numéro...
AbstractA variation principle which leads to the kinetic equation in a stochastic Markovian process ...
Le;vy processes form a wide and rich class of random process, and have many applications ranging fro...
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely appl...
"Stochastic calculus provides a powerful description of a specific class of stochastic processes in ...
Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to p...
Methods of global analysis and stochastic analysis are most often applied in mathematical physics as...
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