On the Onsager-Machlup functional of diffusion processes around non \(C^ 2\) curves
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Publication:910825
DOI10.1214/aop/1176991255zbMath0696.60073OpenAlexW2092047309MaRDI QIDQ910825
Publication date: 1989
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991255
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Data smoothing in stochastic control theory (93E14) Diffusion processes (60J60) Sample path properties (60G17)
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