Stochastic embedding of Lagrangian systems;Plongement stochastique des systèmes lagrangiens

Comptes Rendus Mathematique

Volumn 342, Issue 5, 2006, Pages 333-336

  Cresson, Jacky ^a   Darses, Sébastien ^a  

^a UNIVERSITÉ DE FRANCHE COMTÉ   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 31644447535     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.crma.2005.12.028     Document Type: Article

References (6)

1. V.I. Arnold Mathematical Methods of Classical Mechanics second ed. 1989 Springer
2. J. Cresson S. Darses Stochastic embedding of dynamical systems arXiv math.PR/0509713 2005 p. 112
3. A. Millet D. Nualart M. Sanz Integration by parts and time reversal for diffusion processes Ann. Probab. 17 1 1989 208-238
4. E. Nelson Dynamical Theories of Brownian Motion second ed. 2001 Princeton University Press Princeton
5. M. Thieullen Second order stochastic differential equations and non-Gaussian reciprocal diffusions Probab. Theory Related Fields 97 1993 231-257
6. K. Yasue Stochastic calculus of variations J. Funct. Anal. 41 1981 327-340