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This is an overview of a program of stochastic deformation of the mathematical tools of classical mechanics, in the Lagrangian and Hamiltonian approaches. It can also be regarded as a stochastic version of Geometric Mechanics.The main idea is to construct well defined probability measures strongly inspired by Feynman Path integral method in Quantum Mechanics. In contrast with other approaches, this deformation preserves the invariance under time reversal of the underlying classical (conservative) dynamical systems.
Giancarlo Ferrari Trecate, John Lygeros, Luca Furieri, Florian Dörfler, Andrea Martin