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Results tagged with large-deviations
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user 60556
3
votes
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Most probable path for stochastic Hamiltonian systems
It is known that for a real valued stochastic process $X_t$ satisfying
$$
d X_t = b(X_t) d t + \sigma d W_t
$$
where $W$ is real valued Wiener process, the equation for the most probable path from …
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