The Onsager-Machlup function for diffusion processes
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Publication:1172332
DOI10.1215/kjm/1250521863zbMath0501.60082OpenAlexW1556874421MaRDI QIDQ1172332
Takahiko Fujita, Shin'ichi Kotani
Publication date: 1982
Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/kjm/1250521863
Laplace-Beltrami operatorpath-integralasymptotic formula for sojourn probabilityOnsager-Machlup function
Diffusion processes (60J60) Path integrals in quantum mechanics (81S40) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05)
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