The Onsager–Machlup function as Lagrangian for the most probable path of a jump-diffusion process (Q5234003)
From MaRDI portal
scientific article; zbMATH DE number 7102636
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Onsager–Machlup function as Lagrangian for the most probable path of a jump-diffusion process |
scientific article; zbMATH DE number 7102636 |
Statements
The Onsager–Machlup function as Lagrangian for the most probable path of a jump-diffusion process (English)
0 references
9 September 2019
0 references
Onsager-Machlup action functional
0 references
noise-induced transition paths
0 references
jump diffusion processes
0 references
Lévy noise
0 references
Lagrangian
0 references
most probable paths
0 references
0 references
0 references
0 references
