On the Onsager-Machlup Functional of Diffusion Processes Around Non C2 Curves
Abstract
The Onsager Machlup function, namely the fictitious density of diffusions 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.
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1988
- Accession Number
- ADA459633
Entities
People
- Ofer Zeitouni
Organizations
- Massachusetts Institute of Technology