Onsager-Machlup Functional for Uniformly Elliptic Time-Inhomogeneous Diffusion

DOI10.1007/978-3-319-11970-0_5MaRDI QIDQ4568484zbMATH OpenOpenAlexFDO

Authors Koléhè A. Coulibaly-Pasquier

Publication date 21 June 2018

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1104.2678

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

Abstract: In this paper we will make the computation of the Onsager-Machlup functional of an inhomogeneous uniformly elliptic diffusion process. This functional will have formally the same picture as in the homogeneous case, the only difference come from the infinitesimal variation of the volume. For example in the Ricci flow case, we find some functional which is not so far to the $mathcal{L}_0$ distance used by Lott to study this flow cite{Lott:08}. We finish by a application to small ball probability for weighted sup norm, for inhomogeneous diffusion.

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Cites work

• scientific article; zbMATH DE number 3856074 (Why is no real title available?)
• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• scientific article; zbMATH DE number 1500597 (Why is no real title available?)
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(3)

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• Onsager Machlup functionals for non trace class SPDE's
• Most probable flows for Kunita SDEs

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