scientific article; zbMATH DE number 3856074

zbMATH Open0538.58039MaRDI QIDQ3324711FDOQ3324711

Authors: Yōichirō Takahashi, Shinzo Watanabe 

Publication date: 1981

Title of this publication is not available (Why is that?)

Recommendations

• Publication:3028011
• On the Onsager-Machlup functional of diffusion processes around non \(C^ 2\) curves
• ОЦЕНКА ПЕРЕХОДНОЙ ПЛОТНОСТИ ДИФФУЗИОННОГО ПРОЦЕССА В ТОНКОЙ ТРУБКЕ НА ГЛАДКОМ РИМАНОВОМ МНОГООБРАЗИИ
• scientific article; zbMATH DE number 4182552
• Sample path large deviations for diffusion processes on configuration spaces over a Riemannian manifold

zbMATH Keywords

Laplace-Beltrami operatorDirichlet boundary conditionstochastic integralsRiemannian distance

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes and stochastic analysis on manifolds (58J65)

Cited In (20)

• The limits of stochastic integrals of differential forms
• On the confusion and diffusion properties of Maiorana-McFarland's and extended Maiorana-McFarland's functions
• A data-driven approach for discovering the most probable transition pathway for a stochastic carbon cycle system
• Path integration over closed loops and Gutzwiller's trace formula
• Upper and lower functions for diffusion processes
• Onsager-Machlup Functional for Uniformly Elliptic Time-Inhomogeneous Diffusion
• Sample path large deviations for diffusion processes on configuration spaces over a Riemannian manifold
• Building a path-integral calculus: a covariant discretization approach
• Stochastic control and nonequilibrium thermodynamical systems
• On non-Euclidean harmonic measure
• Martingale structure for general thermodynamic functionals of diffusion processes under second-order averaging
• The Onsager–Machlup function as Lagrangian for the most probable path of a jump-diffusion process
• Stochastic control liaisons. Richard Sinkhorn meets Gaspard Monge on a Schrödinger bridge
• Title not available (Why is that?)
• Traces of random variables on Wiener space and the Onsager-Machlup functional
• Fokker-Planck equation on a manifold. Effective diffusion and spectrum
• On the limits at the Martin boundary for a class of functions
• Title not available (Why is that?)
• Most probable flows for Kunita SDEs
• Stochastic dynamics: A review of stochastic calculus of variations

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3324711)