Traces of random variables on Wiener space and the Onsager-Machlup functional

DOI10.1016/0022-1236(92)90116-ZzbMath0760.60062OpenAlexW2017511647MaRDI QIDQ1193919

David Nualart, René A. Carmona

Publication date: 27 September 1992

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(92)90116-z

zbMATH Keywords

multiple integralsCameron-Martin spaceWiener chaos decompositionOnsager-Machlup functionalapproximation limitmultiple trace

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (3)

Gaussian measures on linear spaces ⋮ Noise-induced tipping under periodic forcing: Preferred tipping phase in a non-adiabatic forcing regime ⋮ A convex/log-concave correlation inequality for Gaussian measure and an application to abstract Wiener spaces

Cites Work

• On the Onsager-Machlup functional of diffusion processes around non \(C^ 2\) curves
• The Onsager-Machlup function for diffusion processes
• A note on conditional exponential moments and Onsager-Machlup functionals
• Best constants in Young's inequality, its converse, and its generalization to more than three functions
• Fluctuations and Irreversible Process. II. Systems with Kinetic Energy
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