


























This work is devoted to deriving the Onsager--Machlup function for a class of degenerate stochastic dynamical systems with (non-Gaussian) Lévy noise as well as Brownian noise. This is obtained based on the Girsanov transformation and then by a path representation. Moreover, this Onsager--Machlup function may be regarded as a Lagrangian giving the most probable transition pathways. The Hamilton--Pontryagin principle is essential to handle such a variational problem in degenerate case. Finally, a kinetic Langevin system in which noise is degenerate is specifically investigated analytically and numerically.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。