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A weak approach to the stochastic deformation of classical mechanics

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  • We establish a transfer principle, providing a canonical form of dynamics to stochastic models, inherited from their classical counterparts. The stochastic deformation of Euler$-$Lagrange conditions, and the associated Hamiltonian formulations, are given as conditions on laws of processes. This framework is shown to encompass classical models, and the so-called Schrödinger bridges. Other applications and perspectives are provided.
    Mathematics Subject Classification: Primary: 37N05, 60H30; Secondary: 60J60.

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