Gaussian Approximations for Transition Paths in Brownian Dynamics
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Publication:5349440
DOI10.1137/16M1071845zbMath1375.60081arXiv1604.06594OpenAlexW2745055376MaRDI QIDQ5349440
Yulong Lu, Hendrik Weber, Andrew M. Stuart
Publication date: 25 August 2017
Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.06594
large deviationsgamma-convergenceOnsager-Machlup functionaltransition pathKullback-Leibler approximation
Gaussian processes (60G15) Large deviations (60F10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)
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