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.
Mathematics Subject Classification (2000). Primary 49J55, 60F10, 60G57; Secondary 49L99, 49S05.
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Léonard, C., Zambrini, JC. (2011). A Probabilistic Deformation of Calculus of Variations with Constraints. In: Dalang, R., Dozzi, M., Russo, F. (eds) Seminar on Stochastic Analysis, Random Fields and Applications VI. Progress in Probability, vol 63. Springer, Basel. https://doi.org/10.1007/978-3-0348-0021-1_12
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DOI: https://doi.org/10.1007/978-3-0348-0021-1_12
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