On the Onsager-Machlup Functional of Diffusion Processes Around Non $C^2$ Curves
Zeitouni, Ofer
Ann. Probab., Tome 17 (1989) no. 4, p. 1037-1054 / Harvested from Project Euclid
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The Onsager-Machlup function, namely the fictitious density of diffusion paths in function space, is considered, where the density is evaluated around non $C^2$ curves, thus extending earlier results. The extension holds also for the case of diffusions evolving on a manifold.
Publié le : 1989-07-14
Classification:  Diffusion processes,  Onsager-Machlup functional,  fundamental solution,  60G17,  93E14,  60J60 
@article{1176991255,
     author = {Zeitouni, Ofer},
     title = {On the Onsager-Machlup Functional of Diffusion Processes Around Non $C^2$ Curves},
     journal = {Ann. Probab.},
     volume = {17},
     number = {4},
     year = {1989},
     pages = { 1037-1054},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991255}
}

Zeitouni, Ofer. On the Onsager-Machlup Functional of Diffusion Processes Around Non $C^2$ Curves. Ann. Probab., Tome 17 (1989) no. 4, pp.  1037-1054. http://gdmltest.u-ga.fr/item/1176991255/