On the Onsager-Machlup functional for the Brownian motion on the Heisenberg group
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arXiv
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| Format: | Preprint |
| Published: |
2019
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| _version_ | 1866916550256099328 |
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| author | Carfagnini, Marco Gordina, Maria |
| author_facet | Carfagnini, Marco Gordina, Maria |
| contents | Onsager-Machlup functionals are used to describe the dynamics of a continuous stochastic process. For a stochastic process taking values in a Riemannian manifold, they have been studied extensively. We describe the Onsager-Machlup functional with respect to the sup norm for a hypoelliptic Brownian motion on a Heisenberg group. Unlike in the Riemannian case we do not rely on the tools from differential geometry such as comparison theorems or curvature bounds as these are not easily available in the sub-Riemannian setting. In addition, we study fine properties of trajectories of the hypoelliptic Brownian motion, including a new notion of horizontal continuous curves. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1908_09182 |
| institution | arXiv |
| publishDate | 2019 |
| record_format | arxiv |
| spellingShingle | On the Onsager-Machlup functional for the Brownian motion on the Heisenberg group Carfagnini, Marco Gordina, Maria Probability 58J65, 60J60, 35R03, 53C17 Onsager-Machlup functionals are used to describe the dynamics of a continuous stochastic process. For a stochastic process taking values in a Riemannian manifold, they have been studied extensively. We describe the Onsager-Machlup functional with respect to the sup norm for a hypoelliptic Brownian motion on a Heisenberg group. Unlike in the Riemannian case we do not rely on the tools from differential geometry such as comparison theorems or curvature bounds as these are not easily available in the sub-Riemannian setting. In addition, we study fine properties of trajectories of the hypoelliptic Brownian motion, including a new notion of horizontal continuous curves. |
| title | On the Onsager-Machlup functional for the Brownian motion on the Heisenberg group |
| topic | Probability 58J65, 60J60, 35R03, 53C17 |
| url | https://arxiv.org/abs/1908.09182 |