Abstract

The generalized entropy S(μ|ν)=∫dν( dμ dν ) ln ( dμ dν ) is investigated for measures μ, ν induced by diffusion processes. It is shown that the potential part of the Onsager-Machlup function (lagrangian for the most probable path of a diffusion process) can be interpreted as an entropy production density on the most probable path.

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