Variational principles and Lagrangian functions for stochastic processes and their dissipative statistical descriptions
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- 作者：Massimiliano Giona massimiliano.giona@uniroma1.it
- 关键词：Variational methods ; Stochastic processes ; Lagrangian densities ; Poisson&ndash ; Kac processes ; Time reversal ; Reversibility
- 刊名：Physica A: Statistical Mechanics and its Applications
- 出版年：2017
- 出版时间：1 May 2017
- 年：2017
- 卷：473
- 期：Complete
- 页码：561-577
- 全文大小：657 K
- 卷排序：473
文摘
The variational formulation of Generalized Poisson–Kac (GPK) processes is developed. Finite propagation velocity implies statistical reversibility. The extended Markov operator associated with GPK forms a group. The augmented field variables evolve according to the adjoint dynamics.