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On the Onsager-Machlup Functional of Diffusion Processes Around Non C2 Curves
The Annals of Probability
Vol. 17, No. 3 (Jul., 1989), pp. 1037-1054
Published by: Institute of Mathematical Statistics
Stable URL: http://www.jstor.org/stable/2244392
Page Count: 18
You can always find the topics here!Topics: Mathematical functions, Eigenvalues, Diffusion coefficient, Unit ball, Perceptron convergence procedure, Logical proofs, Mathematical integrals
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The Onsager-Machlup function, namely the fictitious density of diffusion paths in function space, is considered, where the density is evaluated around non C2 curves, thus extending earlier results. The extension holds also for the case of diffusions evolving on a manifold.
The Annals of Probability © 1989 Institute of Mathematical Statistics