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arXiv · 1004.2371

Small noise asymptotic of the Gallavotti-Cohen functional for diffusion processes

Lorenzo Bertini·Giacomo Di Gesù
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Abstract

We consider, for a diffusion process in R^n, the Gallavotti-Cohen functional, defined as the empirical power dissipated in a time interval by the non-conservative part of the drift. We prove a large deviation principle in the limit in which the noise vanishes and the time interval diverges. The corresponding rate functional, which satisfies the fluctuation theorem, is expressed in terms of a variational problem on the classical Freidlin-Wentzell functional.

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BibTeXRIS

Lorenzo Bertini, Giacomo Di Gesù. 2010-04-14. Small noise asymptotic of the Gallavotti-Cohen functional for diffusion processes. https://arxiv.org/abs/1004.2371

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