Bismut, Jean-Michel Mécanique aléatoire. (French) Zbl 0457.60002 Lecture Notes in Mathematics. 866. Berlin-Heidelberg-New York: Springer-Verlag. XVI, 563 p. DM 59.00; $ 26.90 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 6 ReviewsCited in 46 Documents MSC: 60-02 Research exposition (monographs, survey articles) pertaining to probability theory 58J65 Diffusion processes and stochastic analysis on manifolds 60Hxx Stochastic analysis 93E20 Optimal stochastic control 60J60 Diffusion processes 60K35 Interacting random processes; statistical mechanics type models; percolation theory 60G35 Signal detection and filtering (aspects of stochastic processes) 93E11 Filtering in stochastic control theory Keywords:stochastic optimization problems; classical mechanics systems submitted to random perturbations; stochastic flows of diffeomorphisms of a manifold; Stokes type formula; generalized Poincare-Cartan form; random electromagnetic field; Stratonovitch calculus; problem of reversibility; geodesic polygons; geometric maximum principle PDF BibTeX XML Full Text: DOI OpenURL