Onsager-Machlup functional for stochastic evolution equations

Xavier Bardina; Carles Rovira; Samy Tindel

Annales de l'I.H.P. Probabilités et statistiques (2003)

  • Volume: 39, Issue: 1, page 69-93
  • ISSN: 0246-0203

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Bardina, Xavier, Rovira, Carles, and Tindel, Samy. "Onsager-Machlup functional for stochastic evolution equations." Annales de l'I.H.P. Probabilités et statistiques 39.1 (2003): 69-93. <http://eudml.org/doc/77757>.

@article{Bardina2003,
author = {Bardina, Xavier, Rovira, Carles, Tindel, Samy},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Onsager-Machlup functional; stochastic evolution equation},
language = {eng},
number = {1},
pages = {69-93},
publisher = {Elsevier},
title = {Onsager-Machlup functional for stochastic evolution equations},
url = {http://eudml.org/doc/77757},
volume = {39},
year = {2003},
}

TY - JOUR
AU - Bardina, Xavier
AU - Rovira, Carles
AU - Tindel, Samy
TI - Onsager-Machlup functional for stochastic evolution equations
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2003
PB - Elsevier
VL - 39
IS - 1
SP - 69
EP - 93
LA - eng
KW - Onsager-Machlup functional; stochastic evolution equation
UR - http://eudml.org/doc/77757
ER -

References

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  1. [1] A.V. Balakrishnan, Applied Functional Analysis, Springer, 1981. Zbl0459.46014MR612793
  2. [2] M. Capitaine, Onsager–Machlup functional for some smooth norms on Wiener space, Probab. Theory Related Fields102 (1995) 189-201. Zbl0821.60084
  3. [3] M. Capitaine, On the Onsager–Machlup functional for elliptic diffusion processes, in: Séminaire de Probabilités 34, Lecture Notes in Math., 1729, Springer, 2000. Zbl0959.60072
  4. [4] G. Da Prato, J. Zabczyk, Stochastic Equations in Infinite Dimensions, Cambridge University Press, 1992. Zbl0761.60052MR1207136
  5. [5] A. Dembo, O. Zeitouni, Onsager–Machlup functionals and maximum a posteriori estimation for a class of non-Gaussian random fields, J. Multivariate Anal.36 (1991) 243-262. Zbl0728.60055
  6. [6] I. Gohberg, M. Krejn, Opérateurs linéaires non auto-adjoints dans un espace de Hilbert, Dunod, 1971. MR350445
  7. [7] S. Goldberg, Unbounded Linerar Operators, Mc Graw-Hill, 1966. Zbl0925.47001MR200692
  8. [8] K. Hara, Y. Takahashi, Lagrangian for pinned diffusion process, in: Itô's Stochastic Calculus and Probability Theory, Springer, 1996. Zbl0867.58073MR1439520
  9. [9] N. Ikeda, S. Watanabe, Stochastic Differential Equations and Diffusion Processes, North-Holland, 1981. Zbl0684.60040MR1011252
  10. [10] P. Kloeden, E. Platen, Numerical Methods for Stochastic Differential Equations, Springer-Verlag, Berlin, 1992. Zbl0925.65261MR1214374
  11. [11] E. Mayer-Wolf, O. Zeitouni, Onsager–Machlup functionals for non-trace-class SPDEs, Probab. Theory Related Fields95 (1993) 199-216. Zbl0792.60039
  12. [12] D. Nualart, The Malliavin Calculus and Related Topics, Springer-Verlag, 1995. Zbl0837.60050MR1344217
  13. [13] L. Shepp, O. Zeitouni, A note on conditional exponential moments and Onsager–Machlup functionals, Ann. Probab.20 (2) (1992) 652-654. Zbl0756.60038

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