The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process
From MaRDI portal
Publication:1246789
DOI10.1007/BF01609446zbMath0377.60044OpenAlexW2068657229MaRDI QIDQ1246789
Publication date: 1978
Published in: Communications in Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01609446
Related Items (51)
A review of Girsanov reweighting and of square root approximation for building molecular Markov state models ⋮ The graph limit of the minimizer of the Onsager-Machlup functional and its computation ⋮ A property of distributions of diffusion processes ⋮ ONSAGER–MACHLUP FUNCTIONAL FOR VOLTERRA EQUATIONS PERTURBED BY NOISE ⋮ Solution to the variation problem for information path functional of a controlled random process ⋮ Most probable transition pathways and maximal likely trajectories in a genetic regulatory system ⋮ Stochastic control and nonequilibrium thermodynamical systems ⋮ Introduction to information systems theory: concepts, formalism and applications ⋮ Most probable transition paths in piecewise-smooth stochastic differential equations ⋮ On dynamics of the maximum likelihood states in nonequilibrium systems ⋮ Gaussian measures on linear spaces ⋮ Gaussian Approximations for Transition Paths in Brownian Dynamics ⋮ Data-driven method to learn the most probable transition pathway and stochastic differential equation ⋮ Strong maximum a posteriori estimation in Banach spaces with Gaussian priors ⋮ The free energy principle made simpler but not too simple ⋮ A dynamical systems approach for most probable escape paths over periodic boundaries ⋮ Maximum a posteriori estimators in ℓp are well-defined for diagonal Gaussian priors ⋮ Deep reinforcement learning in finite-horizon to explore the most probable transition pathway ⋮ The most probable transition paths of stochastic dynamical systems: a sufficient and necessary characterisation ⋮ Metadynamics for Transition Paths in Irreversible Dynamics ⋮ Stochastic dynamics and data science ⋮ \(\Gamma \)-limit for transition paths of maximal probability ⋮ An Order-Theoretic Perspective on Modes and Maximum A Posteriori Estimation in Bayesian Inverse Problems ⋮ Identifying stochastic governing equations from data of the most probable transition trajectories ⋮ The Onsager-Machlup action functional for McKean-Vlasov stochastic differential equations ⋮ Noise-induced tipping under periodic forcing: Preferred tipping phase in a non-adiabatic forcing regime ⋮ A path integral formulation of the Wright-Fisher process with genic selection ⋮ Statistical mechanics of the nonlinear Schrödinger equation. ⋮ On the most probable paths of particles in stochastic mechanics ⋮ Cooperative information space distributed macromodels ⋮ Unifying theory of quantum state estimation using past and future information ⋮ Sparsity-promoting and edge-preserving maximum a posteriori estimators in non-parametric Bayesian inverse problems ⋮ Information projection on Banach spaces with applications to state independent KL-weighted optimal control ⋮ On the validity of entropy production principles for linear electrical circuits ⋮ A data-driven method to learn a jump diffusion process from aggregate biological gene expression data ⋮ Information macrodynamic modelling of a random process ⋮ The role of the Onsager–Machlup Lagrangian in the theory of stationary diffusion process ⋮ The boundary value problem and the jensen inequality for an entropy functional of a Markov diffusion process ⋮ The maximum likelihood climate change for global warming under the influence of greenhouse effect and Lévy noise ⋮ Gamma-Limit of the Onsager--Machlup Functional on the Space of Curves ⋮ Statistical mechanics of the nonlinear Schrödinger equation ⋮ Maximal likely phase lines for a reduced ice growth model ⋮ The Onsager–Machlup function as Lagrangian for the most probable path of a jump-diffusion process ⋮ Dynamics and kinematics of reciprocal diffusions ⋮ Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge ⋮ Estimating the most probable transition time for stochastic dynamical systems ⋮ Transition pathways for a class of high dimensional stochastic dynamical systems with Lévy noise ⋮ The kinetic analog of Boltzmann’s principle ⋮ Γ -convergence of Onsager–Machlup functionals: I. With applications to maximum a posteriori estimation in Bayesian inverse problems ⋮ A stochastic control approach to reciprocal diffusion processes ⋮ Building a path-integral calculus: a covariant discretization approach
Cites Work
- Gaussian measures in Banach spaces
- Fluctuations and Irreversible Thermodynamics
- ON THE ABSOLUTE CONTINUITY OF MEASURES CORRESPONDING TO PROCESSES OF DIFFUSION TYPE RELATIVE TO A WIENER MEASURE
- Fluctuations and Irreversible Processes
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process
