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
AbstractThis paper develops the stochastic calculus of variations for Hilbert space-valued solutions...
This paper presents a continuous and discrete Lagrangian theory for stochastic Hamiltonian systems o...
We introduce a new variational characterization of Gaussian diffusion processes as minimum uncertain...
AbstractA theory of stochastic calculus of variations is presented which generalizes the ordinary ca...
In the general framework of stochastic control theory we introduce a suitable form of stochastic act...
AbstractA variation principle which leads to the kinetic equation in a stochastic Markovian process ...
In this paper we are interested in unraveling the mathematical connections between the stochastic de...
In this Chapter, the basic concepts of stochastic integration are explained in a way that is readily...
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...
We look at time evolution of a physical system from the point of view of dynamical control theory. N...
We discuss the concept of “hydrodynamic” stochastic theory, which is not based on the traditional Ma...
4 pagesThe stochastic embedding procedure associates a stochastic Euler-Lagrange equation (SEL) to t...
An extension ofstochastic mechanics which allows for non-local potentials i described. It leads, in ...
38 pages"Quantum trajectories" are solutions of stochastic differential equations of non-usual type....
AbstractThis paper develops the stochastic calculus of variations for Hilbert space-valued solutions...
This paper presents a continuous and discrete Lagrangian theory for stochastic Hamiltonian systems o...
We introduce a new variational characterization of Gaussian diffusion processes as minimum uncertain...
AbstractA theory of stochastic calculus of variations is presented which generalizes the ordinary ca...
In the general framework of stochastic control theory we introduce a suitable form of stochastic act...
AbstractA variation principle which leads to the kinetic equation in a stochastic Markovian process ...
In this paper we are interested in unraveling the mathematical connections between the stochastic de...
In this Chapter, the basic concepts of stochastic integration are explained in a way that is readily...
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...
We look at time evolution of a physical system from the point of view of dynamical control theory. N...
We discuss the concept of “hydrodynamic” stochastic theory, which is not based on the traditional Ma...
4 pagesThe stochastic embedding procedure associates a stochastic Euler-Lagrange equation (SEL) to t...
An extension ofstochastic mechanics which allows for non-local potentials i described. It leads, in ...
38 pages"Quantum trajectories" are solutions of stochastic differential equations of non-usual type....
AbstractThis paper develops the stochastic calculus of variations for Hilbert space-valued solutions...
This paper presents a continuous and discrete Lagrangian theory for stochastic Hamiltonian systems o...
We introduce a new variational characterization of Gaussian diffusion processes as minimum uncertain...
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