The Onsager-Machlup functional for a class of anticipating processes (Q1203939)
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scientific article; zbMATH DE number 123723
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Onsager-Machlup functional for a class of anticipating processes |
scientific article; zbMATH DE number 123723 |
Statements
The Onsager-Machlup functional for a class of anticipating processes (English)
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4 March 1993
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Wiener process
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Onsager-Machlup functional
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anticipating process
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noncausal version of the Girsanov theorem
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0.89311826
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0.8919817
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0.88095987
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0.8787433
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0.8784117
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0.8769776
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