On the Onsager-Machlup functional for elliptic diffusion processes

Mireille Capitaine

Séminaire de probabilités de Strasbourg (2000)

  • Volume: 34, page 313-328

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Capitaine, Mireille. "On the Onsager-Machlup functional for elliptic diffusion processes." Séminaire de probabilités de Strasbourg 34 (2000): 313-328. <http://eudml.org/doc/114044>.

@article{Capitaine2000,
author = {Capitaine, Mireille},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stochastic Stokes theorem; Kunita-Watanabe theorem; orthogonal martingales},
language = {eng},
pages = {313-328},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On the Onsager-Machlup functional for elliptic diffusion processes},
url = {http://eudml.org/doc/114044},
volume = {34},
year = {2000},
}

TY - JOUR
AU - Capitaine, Mireille
TI - On the Onsager-Machlup functional for elliptic diffusion processes
JO - Séminaire de probabilités de Strasbourg
PY - 2000
PB - Springer - Lecture Notes in Mathematics
VL - 34
SP - 313
EP - 328
LA - eng
KW - stochastic Stokes theorem; Kunita-Watanabe theorem; orthogonal martingales
UR - http://eudml.org/doc/114044
ER -

References

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  4. [4] Capitaine, M., "Fonctionnelle d'Onsager-Machlup pour un processus de diffusion-Inégalités de Sobolev logarithmiques sur l'espace des chemins", Thèse de l'université Paul Sabatier (1996). 
  5. [5] Fujita, T. and Kotani, S., "The Onsager-Machlup function for diffusion processes", J. Math. Kyoto Univ., 22-1 (1982), 115-130. Zbl0501.60082MR648558
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  11. [11] E. Mayer-Wolf et O. Zeitouni, "The Probability of small gaussian ellipsoids and associated conditional moments", Annals of Probability, Vol. 21, n 1, (1993), 14-24. Zbl0771.60027MR1207213
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  13. [13] Shepp, L.A. and Zeitouni, O., "A note on conditional exponential moments and the Onsager Machlup functional", Annals of Probability, 20 (1992), 652-654. Zbl0756.60038MR1159564
  14. [14] Shepp, L.A.and Zeitouni, O., "Exponential estimates for convex norms and some applications", Barcelona Seminar on Stochastic Analysis, St Feliu de Guixols, 1991, Progress in Prob. vol. 32, Birkhäuser Verlag. Basel. Boston. Berlin, 1993. 203-215. Zbl0793.60059MR1265050
  15. [15] Takahashi, Y. and Watanabe, S., "The probability functional (Onsager-Machlup function) of diffusion processes", Stochastic Integrals (D. Williams, Ed.), Lecture Notes in Math., 851 (1981), 433-463. Springer, Berlin-New-York. Zbl0625.60058MR620998
  16. [16] O. Zeitouni, "On the Onsager Machlup functional of diffusion processes around non C2 curves", Annals of Probability, 17 (1989), 1037-1054. Zbl0696.60073MR1009443

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