Lagrangian of Brownian Motion

Steve Zissou

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

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

sankalpmittal

Isn't google your friend ?

http://www.google.com/search?q=Lagra...ient=firefox-a

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

nasu

This paper may be interesting for you:
http://www.springerlink.com/content/...978714/?MUD=MP

Steve Zissou

Look I'm sure you are a nice guy and all, but I'm not really looking for a "Hey man, try google" answer. What do you think? Do you think I've googled the topic before posting here?
I'm looking for help, not sarcasm.

Steve Zissou

Why thank you, kind sir

malreux

Not sure if this is exactly what your looking for - but an interesting foundational stat mech discussion re "crucial distinction between two kingdoms of Hamiltonian/Lagrangian mechanics" with lessons drawn from Brownian motion: http://arxiv.org/abs/1101.0571

Steve Zissou

Thanks!