The Onsager-Machlup functional for a class of anticipating processes

DOI10.1007/BF01192445zbMath0767.60047MaRDI QIDQ1203939

Mireille Chaleyat-Maurel, David Nualart

Publication date: 4 March 1993

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Wiener processOnsager-Machlup functionalanticipating processnoncausal version of the Girsanov theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

Triangular stochastic differential equations with boundary conditions

Cites Work

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• A Stroock Varadhan support theorem in non-linear filtering theory
• Stochastic calculus with anticipating integrands
• Boundary value problems for stochastic differential equations
• A note on conditional exponential moments and Onsager-Machlup functionals
• Support theorems for a class of anticipating stochastic differentialequations

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