2 papers
math.PR2005
Lemme de coherence et théorème de Noether stochastique
Jacky Cresson, Sébastien Darses
The stochastic embedding procedure associates a stochastic Euler-Lagrange equation (SEL) to the standard Euler-Lagrange equation (EL). Can we derive (SEL) from a generalized least…
math.PR2005
Plongement stochastique des systèmes lagrangiens
Jacky Cresson, Sébastien Darses
We define an operator which extends classical differentiation from smooth deterministic functions to certain stochastic processes. Based on this operator, we define a procedure whi…