A simple derivation of the Onsager–Machlup formula for one-dimensional nonlinear diffusion process
- 1 August 1978
- journal article
- conference paper
- Published by AIP Publishing in Journal of Mathematical Physics
- Vol. 19 (8) , 1671-1673
- https://doi.org/10.1063/1.523888
Abstract
Transforming the Fokker–Planck equation into a self-adjoint form the Onsager–Machlup formula for a one-dimensional nonlinear diffusion process is derived rigorously. By approximating the Wiener measure by an n-gate cylinder measure, an equation of motion for the most probable path is also derived.Keywords
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