Feynman-Kac theory of time-integrated functionals: Itô versus functional calculus

DOI10.1088/1751-8121/acc28eOpenAlexW4323538987MaRDI QIDQ5885016

Aljaž Godec, Unnamed Author

Publication date: 27 March 2023

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.04034

zbMATH Keywords

functional calculusItô calculusFeynman-Kac theoryadditive dynamical functionalstime-integrated density and current

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX) Classical thermodynamics, heat transfer (80-XX)

Cites Work

• Unnamed Item
• Nonequilibrium Markov processes conditioned on large deviations
• A formal view on level 2.5 large deviations and fluctuation relations
• Large deviation for stochastic line integrals as \(L^{p}\)-currents
• Weakly non-ergodic statistical physics
• The Fokker-Planck equation. Methods of solution and applications.
• A Gallavotti-Cohen-type symmetry in the large deviation functional for stochastic dynamics
• Stochastic calculus in physics
• Introduction to dynamical large deviations of Markov processes
• Stochastic thermodynamics: from principles to the cost of precision
• Frenesy: time-symmetric dynamical activity in nonequilibria
• Activity phase transition for constrained dynamics
• Transformations of Wiener integrals under translations
• On Occupation Times for Markoff Processes
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• Inference of Markov models from trajectories via large deviations at level 2.5 with applications to random walks in disordered media
• First-order dynamical phase transition in models of glasses: an approach based on ensembles of histories
• Exact Large Deviation Function in the Asymmetric Exclusion Process
• Effective driven dynamics for one-dimensional conditioned Langevin processes in the weak-noise limit
• Stochastic Processes and Applications
• Non-equilibrium steady states: fluctuations and large deviations of the density and of the current
• A New Representation for Stochastic Integrals and Equations
• On Distributions of Certain Wiener Functionals
• Large deviations of currents in diffusions with reflective boundaries