Variational path-integral representations for the density of a diffusion process

DOI10.1080/17442508908833558zbMath0672.60075OpenAlexW2011198600MaRDI QIDQ3825883

Paolo Dai Pra, Michele Pavon

Publication date: 1989

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508908833558

zbMATH Keywords

reflected diffusionsvariational representationdensity of an invariant measureOnsager-Machlup theory of nonequilibrium thermodynamics

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60)

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