作者: Paolo Dai Pra , Michele Pavon
DOI: 10.1007/978-3-322-96692-6_14
关键词:
摘要: let p(x,t) be the probability density of a general diffusion process {x(t); (>_tST). A variational path-integral representation for square root p, and \(\left( {p\sqrt p } \right),where{\text{ }}\overline \) is invariant measure, derived. This accomplished by showing that these functions are optimal performances stochastic controls problems, where controlled equation evolves backward in time. provides rigorous counterpart formal Onsager-Machlup formulation nonequilibrium thermodynamics. The research this author was conducted at LADSEB-CNR, Padua, ITALY, with support provided CNR postgraduate fellowship.