The role of the Onsager–Machlup Lagrangian in the theory of stationary diffusion process

DOI10.1063/1.524303zbMath0421.93086OpenAlexW2089415933MaRDI QIDQ3855084

Kunio Yasue

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1063/1.524303

zbMATH Keywords

Brownian motionstochastic controldiffusion processes

Mathematics Subject Classification ID

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

Related Items

Optimal control of the decay of nonequilibrium statistical correlations, Stochastic control and nonequilibrium thermodynamical systems, Gaussian measures on linear spaces, Schrödinger's variational method of quantization revisited, The kinetic analog of Boltzmann’s principle, The stochastic H-theorem

Cites Work

• White noise analysis and nonlinear filtering problems
• Stochastic differentials
• The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process
• Formal Solution of Fokker-Planck Equation in the Operator Approach
• A new energy characterization of the smallest eigenvalue of the schrödinger equation
• Fluctuations and Irreversible Processes