Onsager-Machlup functional for some smooth norms on Wiener space

DOI10.1007/BF01213388zbMath0821.60084MaRDI QIDQ1893901

Mireille Capitaine

Publication date: 18 September 1995

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

zbMATH Keywords

Brownian pathsHölder normsWiener spaceSobolev type normsOnsager-Machlup functionals

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60)

Related Items

The Onsager-Machlup action functional for degenerate stochastic differential equations in a class of norms, The Onsager-Machlup action functional for McKean-Vlasov stochastic differential equations, Maximum a posteriori state path estimation: discretization limits and their interpretation, Onsager Machlup Functional for Stochastic Evolution Equations in a Class of Norms, Transition pathways for a class of high dimensional stochastic dynamical systems with Lévy noise

Cites Work

• A note on conditional exponential moments and Onsager-Machlup functionals
• Some exact equivalents for Brownian motion in Hölder norm
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