The small-noise limit of the most likely element is the most likely element in the small-noise limit

MaRDI QIDQ6564559zbMATHFDO

Authors Zachary Selk, Harsha Honnappa

Publication date 1 July 2024

Published in ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

Gaussian measuresGamma convergenceFreidlin-WentzellOnsager-Machlup

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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• Onsager Machlup functionals for non trace class SPDE's
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• Stochastic differential equations. An introduction with applications.
• The Malliavin Calculus and Related Topics
• The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process
• The graph limit of the minimizer of the Onsager-Machlup functional and its computation

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