论文标题

Onsager-Machlup动作功能功能可用于随机部分微分方程,并具有征费噪声

Onsager-Machlup action functional for stochastic partial differential equations with Levy noise

论文作者

Hu, Jianyu, Duan, Jinqiao

论文摘要

这项工作致力于通过(非高斯)征费工艺以及高斯布朗尼运动来得出针对随机部分微分方程的Onsager-Machlup动作。这是通过应用Girsanov转换来实现概率度量,然后通过路径表示来实现的。这可以通过最大程度地减少Onsager-Machlup动作功能来研究以随机部分微分方程为模型的无限尺寸随机动力系统的最可能的过渡路径。

This work is devoted to deriving the Onsager-Machlup action functional for stochastic partial differential equations with (non-Gaussian) Levy process as well as Gaussian Brownian motion. This is achieved by applying the Girsanov transformation for probability measures and then by a path representation. This enables the investigation of the most probable transition path for infinite dimensional stochastic dynamical systems modeled by stochastic partial differential equations, by minimizing the Onsager-Machlup action functional.

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