Onsager Machlup functionals for non trace class SPDE's

DOI10.1007/BF01192270zbMath0792.60039MaRDI QIDQ1326320

Ofer Zeitouni, Eddy Mayer-Wolf

Publication date: 14 July 1994

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

zbMATH Keywords

Dirichlet boundary conditionselliptic operatorFKG type inequalitiesOnsager-Machlup functional limit

Mathematics Subject Classification ID

Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Limit theorems in probability theory (60F99)

Related Items (5)

ONSAGER–MACHLUP FUNCTIONAL FOR VOLTERRA EQUATIONS PERTURBED BY NOISE ⋮ Gaussian measures on linear spaces ⋮ Most probable flows for Kunita SDEs ⋮ A convex/log-concave correlation inequality for Gaussian measure and an application to abstract Wiener spaces ⋮ Onsager Machlup Functional for Stochastic Evolution Equations in a Class of Norms

Cites Work

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• Maximum a posteriori estimation of elliptic Gaussian fields observed via a noisy nonlinear channel
• Onsager-Machlup functionals and maximum a posteriori estimation for a class of non-Gaussian random fields
• Generalized stochastic integrals and the Malliavin calculus
• A note on conditional exponential moments and Onsager-Machlup functionals
• Association of Random Variables, with Applications

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