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Seminar on Stochastic Analysis, Random Fields and Applications VIA Probabilistic Deformation of Calculus of Variations with Constraints

Seminar on Stochastic Analysis, Random Fields and Applications VI: A Probabilistic Deformation of... [In the framework of a probabilistic deformation of the classical calculus of variations, we consider the simplest problem of constraints, and solve it in two different ways. First by a pathwise argument in the line of Euclidean Quantum Mechanics. Second from an entropic (measure theoretic) perspective.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

Seminar on Stochastic Analysis, Random Fields and Applications VIA Probabilistic Deformation of Calculus of Variations with Constraints

Part of the Progress in Probability Book Series (volume 63)
Editors: Dalang, Robert; Dozzi, Marco; Russo, Francesco

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References (16)

Publisher
Springer Basel
Copyright
© Springer Basel AG 2011
ISBN
978-3-0348-0020-4
Pages
177 –189
DOI
10.1007/978-3-0348-0021-1_12
Publisher site
See Chapter on Publisher Site

Abstract

[In the framework of a probabilistic deformation of the classical calculus of variations, we consider the simplest problem of constraints, and solve it in two different ways. First by a pathwise argument in the line of Euclidean Quantum Mechanics. Second from an entropic (measure theoretic) perspective.]

Published: Feb 4, 2011

Keywords: Probabilistic calculus of variations; stochastic least action principle; conditional law of large numbers; relative entropy; Bernstein processes.

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