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math.PR2022
Most probable paths for developed processes
Erlend Grong, Stefan Sommer
Optimal paths for the classical Onsager-Machlup function determining most probable paths between points on a manifold are only explicitly identified for specific processes, for exa…
math.PR2022
Most probable flows for Kunita SDEs
Erlend Grong, Stefan Sommer
We identify most probable flows for Kunita Brownian motions, i.e. stochastic flows with Eulerian noise and deterministic drifts. Such stochastic processes appear for example in flu…