Transition pathways for a class of high dimensional stochastic dynamical systems with Lévy noise.
Abstract
This work is devoted to deriving the Onsager–Machlup action functional for a class of stochastic differential equations with (non-Gaussian) Levy process as well as Brownian motion in high dimensions. This is achieved by applying the Girsanov transformation for probability measures and then by a path representation. The Poincare lemma is essential to handle such a path representation problem in high dimensions. We provide a sufficient condition...
Paper Details
Title
Transition pathways for a class of high dimensional stochastic dynamical systems with Lévy noise.
Published Date
Jun 29, 2021
Journal
Volume
31
Issue
6
Pages
063138
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