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Lagrangian of Brownian Motion

  1. Jun 24, 2012 #1
    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?
  2. jcsd
  3. Jun 25, 2012 #2
    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?
  4. Jun 26, 2012 #3
    Isn't google your friend ? :smile:


    I am not sure about any book in which this topic has been explained.
  5. Jun 26, 2012 #4
  6. Jun 26, 2012 #5
    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.
  7. Jun 26, 2012 #6
  8. Jun 26, 2012 #7
    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
  9. Jun 26, 2012 #8
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