The Onsager-Machlup action functional for degenerate stochastic differential equations in a class of norms

DOI10.1016/J.SPL.2023.110009OpenAlexW4389371146MaRDI QIDQ6152269FDOQ6152269

Authors: Shanqi Liu, Hongjun Gao 

Publication date: 13 February 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2023.110009

zbMATH Keywords

Girsanov transformationdegenerate stochastic differential equationsOnsager-Machlup action functional

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Irreversible thermodynamics, including Onsager-Machlup theory (82C35)

Cites Work

• Title not available (Why is that?)
• Fluctuations and Irreversible Processes
• Fluctuations and Irreversible Process. II. Systems with Kinetic Energy
• The Moore-Penrose inverse of a partitioned matrix \(M=\begin{pmatrix} D&D\\ B&C\end{pmatrix}\)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Onsager-Machlup functional for some smooth norms on Wiener space
• On the Mortensen equation for maximum likelihood state estimation
• Fluctuations and Irreversible Thermodynamics
• Title not available (Why is that?)
• Title not available (Why is that?)
• Onsager-Machlup functional for stochastic evolution equations
• Onsager Machlup Functional for Stochastic Evolution Equations in a Class of Norms
• The Onsager–Machlup function as Lagrangian for the most probable path of a jump-diffusion process
• Title not available (Why is that?)

This page was built for publication: The Onsager-Machlup action functional for degenerate stochastic differential equations in a class of norms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6152269)