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Stochastic Maupertuis's Principles and Jacobi's Integration Theorem
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DOI：10.1007/978-3-032-03921-7_42.png)
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Abstract
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Building on stochastic geometric mechanics on Riemannian manifolds, we shall focus on extensions of the classical Maupertuiss variational principle to a class of diffusion processes as extremals of a stochastic action functional preserving the expectation of energy. We shall also mention a recent and related stochastic Jacobi integration theorem, whose consequence will be analyzed elsewhere.
Keywords:
Stochastic geometric mechanics
Stochastic Maupertuis's principles
Stochastic Jacobi's integration theorem
Viscous Hamilton Jacobi equations
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