  This paper presents a continuous and discrete Lagrangian theory for
stochastic Hamiltonian systems on manifolds. The main result is to derive
stochastic governing equations for such systems from a critical point of a
stochastic action. Using this result the paper derives Langevin-type equations
for constrained mechanical systems and implements a stochastic analog of
Lagrangian reduction. These are easy consequences of the fact that the
stochastic action is intrinsically defined. Stochastic variational integrators
(SVIs) are developed using a discretized stochastic variational principle. The
paper shows that the discrete flow of an SVI is a.s. symplectic and in the
presence of symmetry a.s. momentum-map preserving. A first-order mean-square
convergent SVI for mechanical systems on Lie groups is introduced. As an
application of the theory, SVIs are exhibited for multiple, randomly forced and
torqued rigid-bodies interacting via a potential.
