## Lagrangian of Brownian Motion

Hello, how do we apply the idea of the Lagrangian to a Brownian motion? I guess what I mean is what is the Lagrangian functional form for a Brownian motion?
Thanks
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 Perhaps that's the wrong question. How about this: can anyone point me toward a book in which the Lagrangian for Brownian motion is explained, such that an idiot can understand it? Thanks

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 Quote by Steve Zissou Perhaps that's the wrong question. How about this: can anyone point me toward a book in which the Lagrangian for Brownian motion is explained, such that an idiot can understand it? Thanks

I am not sure about any book in which this topic has been explained.

## Lagrangian of Brownian Motion

This paper may be interesting for you: