The Onsager–Machlup function as Lagrangian for the most probable path of a jump-diffusion process

DOI10.1088/1361-6544/ab248bzbMath1488.60088arXiv1812.06409OpenAlexW2905433446MaRDI QIDQ5234003

Ying Chao, Jin-qiao Duan

Publication date: 9 September 2019

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.06409

zbMATH Keywords

Lagrangianjump diffusion processesLévy noiseOnsager-Machlup action functionalmost probable pathsnoise-induced transition paths

Mathematics Subject Classification ID

Sample path properties (60G17) Irreversible thermodynamics, including Onsager-Machlup theory (82B35) Jump processes on general state spaces (60J76)

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