Onsager-Machlup functional for uniformly elliptic time-inhomogeneous diffusion

Details Onsager-Machlup functional for uniformly elliptic time-inhomogeneous diffusion Onsager-Machlup functional for uniformly elliptic time-inhomogeneous diffusion

2011-04-14

arxiv.org/abs/1104.2678v1

Mathematics

Probability

Scientific paper

In this paper we will make the computation of the Onsager-Machlup functional of an inhomogeneous uniformly elliptic diffusion process. This functional will have formally the same picture as in the homogeneous case, the only difference come from the infinitesimal variation of the volume. For example in the Ricci flow case, we find some functional which is not so far to the $\mathcal L_{0} $ distance used by Lott to study this flow \cite{Lott:08}. We finish by a application to small ball probability for weighted sup norm, for inhomogeneous diffusion.

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