M. Morillo et al., BROWNIAN DYNAMICS SIMULATION OF THE PREHISTORY PROBLEM, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 55(2), 1997, pp. 1521-1524
The prehistory problem for the description of large fluctuations in a
stochastic system with Gaussian white noise is studied by means of a n
umerical solution of the Langevin equation. Comparison of the results
with analytical treatments provides an adequate test of the ideas unde
rlying the concept of the optimal path.