How does the Lagrangian apply to 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]

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

Isn't google your friend ?

http://www.google.com/search?q=Lagr...s=org.mozilla:en-US:official&client=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/g12hg27l10978714/?MUD=MP

 

[Steve Zissou]

Isn't google your friend ?

http://www.google.com/search?q=Lagr...s=org.mozilla:en-US:official&client=firefox-a

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

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]

This paper may be interesting for you:
http://www.springerlink.com/content/g12hg27l10978714/?MUD=MP

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]

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

Thanks!