ON THE ONSAGER-MACHLUP FUNCTIONAL OF DIFFUSION-PROCESSES AROUND NON C2 CURVES

被引：20

作者：

ZEITOUNI, O ^{[1
]}

机构：

[1] MIT,CAMBRIDGE,MA 02139

来源：

ANNALS OF PROBABILITY | 1989年 / 17卷 / 03期

关键词：

D O I：

10.1214/aop/1176991255

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1037 / 1054

页数：18

共 20 条

[1] THE ONSAGER-MACHLUP FUNCTION FOR DIFFUSION-PROCESSES
FUJITA, T
KOTANI, S
[J]. JOURNAL OF MATHEMATICS OF KYOTO UNIVERSITY, 1982, 22 (01): : 115 - 130
[2] On the Onsager-Machlup functional for elliptic diffusion processes
Capitaine, M
[J]. SEMINAIRE DE PROBABILITES XXXIV, 2000, 1729 : 313 - 328
[3] APPLICATION OF THE ONSAGER-MACHLUP FUNCTION TO NON-LINEAR DIFFUSION PROCESSES
DURR, D
BACH, A
[J]. ZEITSCHRIFT FUR PHYSIK B-CONDENSED MATTER, 1979, 32 (04): : 413 - 417
[4] THE ONSAGER-MACHLUP FUNCTIONAL FOR A CLASS OF ANTICIPATING PROCESSES
CHALEYATMAUREL, M
NUALART, D
[J]. PROBABILITY THEORY AND RELATED FIELDS, 1992, 94 (02) : 247 - 270
[5] GAMMA-LIMIT OF THE ONSAGER-MACHLUP FUNCTIONAL ON THE SPACE OF CURVES
Li, Tiejun
Li, Xiaoguang
[J]. SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2021, 53 (01) : 1 - 31
[6] Onsager-Machlup Functional for Uniformly Elliptic Time-Inhomogeneous Diffusion
Coulibaly-Pasquier, Kolehe A.
[J]. SEMINAIRE DE PROBABILITES XLVI, 2014, 2123 : 105 - 123
[7] ONSAGER-MACHLUP FUNCTION FOR ONE-DIMENSIONAL NONLINEAR DIFFUSION PROCESSES
HORSTHEMKE, W
BACH, A
[J]. ZEITSCHRIFT FUR PHYSIK B-CONDENSED MATTER, 1975, 22 (02): : 189 - 192
[8] DERIVATION OF ONSAGER-MACHLUP LAGRANGIAN FOR GENERAL DIFFUSION PROCESSES BY MEANS OF FOURIER-SERIES
DEKKER, H
[J]. PHYSICS LETTERS A, 1978, 68 (02) : 137 - 140
[9] FUNCTIONAL INTEGRATION AND THE ONSAGER-MACHLUP LAGRANGIAN FOR CONTINUOUS MARKOV-PROCESSES IN RIEMANNIAN GEOMETRIES
DEKKER, H
[J]. PHYSICAL REVIEW A, 1979, 19 (05): : 2102 - 2111
[10] VALIDITY OF THE ONSAGER-MACHLUP POSTULATE FOR NON-LINEAR STOCHASTIC-PROCESSES
LAVENDA, BH
[J]. FOUNDATIONS OF PHYSICS, 1979, 9 (5-6) : 405 - 420

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