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Stochastic calculus of variations. (English) Zbl 0482.60063


MSC:

60H99 Stochastic analysis
81P20 Stochastic mechanics (including stochastic electrodynamics)

Citations:

Zbl 0165.585
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References:

[1] Schwinger, J., Selected Papers in Quantum Electrodynamics (1958), Dover Publications: Dover Publications New York · Zbl 0088.22203
[2] Nelson, E., Dynamical Theories of Brownian Motion (1967), Princeton Univ. Press: Princeton Univ. Press Princeton, N.J · Zbl 0165.58502
[3] Nelson, E., (Connection between Brownian motion and quantum mechanics, talk given at the Einstein Symposium. Connection between Brownian motion and quantum mechanics, talk given at the Einstein Symposium, Berlin (March, 1979))
[4] Nelson, E., Derivation of the Schrödinger equation from Newtonian mechanics, Phys. Rev., 150, 1079-1085 (1966)
[5] Dankel, T. G., Mechanics on manifolds and the incorporation of spin into Nelson’s stochastic mechanics, Arch. Rational Mech. Anal., 37, 192-221 (1970) · Zbl 0199.28201
[6] Shucker, D. S., Stochastic Mechanics, (Ph.D. Dissertation (June 1978), Princeton University) · Zbl 0447.60042
[7] Nagasawa, M., Segregation of a population in an environment, J. Math. Biol., 9, 213-235 (1980) · Zbl 0447.92017
[8] Albeverio, S.; Høegh-Krohn, R., A remark on the connection between stochastic mechanics and the heat equation, J. Math. Phys., 15, 1745-1747 (1974) · Zbl 0291.60028
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