A Probabilistic Deformation of Calculus of Variations with Constraints

  • Christian LéonardEmail author
  • Jean-Claude Zambrini
Conference paper
Part of the Progress in Probability book series (PRPR, volume 63)


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.


Probabilistic calculus of variations stochastic least action principle conditional law of large numbers relative entropy Bernstein processes. 


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© Springer Basel AG 2011

Authors and Affiliations

  1. 1.Modal-XUniversité Paris OuestNanterreFrance
  2. 2.GFMULLisbonPortugal

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