Onsager-Machlup Functional for Uniformly Elliptic Time-Inhomogeneous Diffusion

DOI10.1007/978-3-319-11970-0_5zbMATH Open1390.58020arXiv1104.2678OpenAlexW1496052151MaRDI QIDQ4568484FDOQ4568484

Authors: Koléhè A. Coulibaly-Pasquier 

Publication date: 21 June 2018

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

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.

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

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Mathematics Subject Classification ID

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

Cites Work

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• Brownian motion with respect to time-changing Riemannian metrics, applications to Ricci flow
• Optimal transport and Perelman's reduced volume
• Some stochastic process without birth, linked to the mean curvature flow
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Cited In (3)

• Onsager Machlup functionals for non trace class SPDE's
• Most probable flows for Kunita SDEs
• Onsager-Machlup functional for stochastic evolution equations

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