A theory of stochastic calculus of variations is presented which generalizes the ordinary calculus of variations to stochastic processes. Generalizations of the Euler equation and Noether's theorem are obtained and several conservation laws are discussed. An application to Nelson's probabilistic framework of quantum mechanics is also given. © 1981.
Yasue, K. (1981). Stochastic calculus of variations. Journal of Functional Analysis, 41(3), 327–340. https://doi.org/10.1016/0022-1236(81)90079-3