@article{SPS_2000__34__313_0, author = {Capitaine, Mireille}, title = {On the {Onsager-Machlup} functional for elliptic diffusion processes}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {313--328}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {34}, year = {2000}, mrnumber = {1768071}, zbl = {0959.60072}, language = {en}, url = {http://www.numdam.org/item/SPS_2000__34__313_0/} }
TY - JOUR AU - Capitaine, Mireille TI - On the Onsager-Machlup functional for elliptic diffusion processes JO - Séminaire de probabilités de Strasbourg PY - 2000 SP - 313 EP - 328 VL - 34 PB - Springer - Lecture Notes in Mathematics UR - http://www.numdam.org/item/SPS_2000__34__313_0/ LA - en ID - SPS_2000__34__313_0 ER -
%0 Journal Article %A Capitaine, Mireille %T On the Onsager-Machlup functional for elliptic diffusion processes %J Séminaire de probabilités de Strasbourg %D 2000 %P 313-328 %V 34 %I Springer - Lecture Notes in Mathematics %U http://www.numdam.org/item/SPS_2000__34__313_0/ %G en %F SPS_2000__34__313_0
Capitaine, Mireille. On the Onsager-Machlup functional for elliptic diffusion processes. Séminaire de probabilités de Strasbourg, Tome 34 (2000), pp. 313-328. http://www.numdam.org/item/SPS_2000__34__313_0/
[1] Le spectre d'une variété Riemannienne, Lecture Notes in Math., 194 (1971), Springer-Verlag, Berlin. | MR | Zbl
, , ,[2] A note on Gauss measures which agree on small balls", Annal. Inst. Henri Poincaré, Vol. XIII, n 3, 1977, 231-238. | Numdam | MR | Zbl
, "[3] Onsager-Machlup functional for some smooth norms on Wiener space" Prob. Th. Rel. Fields, Vol. 102, 1995, 189-201. | MR | Zbl
, "[4] 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] The Onsager-Machlup function for diffusion processes", J. Math. Kyoto Univ., 22-1 (1982), 115-130. | MR | Zbl
and , "[6] Wiener functionals associated with joint distributions of exit time and position from small geodesic balls", Annals of Probability, 24 (1996), 825-837. | MR | Zbl
, "[7] Lagrangian for pinned diffusion process", Itô's Stochastic Calculus and Probability Theory, Springer (1996), 117-128. | MR | Zbl
and , "[8] Stochastic Differential Equations and Diffusion Processes, North-Holland, 1981. | MR | Zbl
and ,[9] Isoperimetry and Gaussian analysis, Ecole d'Eté de Probabilités de Saint-Flour 1994, Lecture Notes in Math. 1648, 165-294 (1996), Springer-Verlag. | MR | Zbl
,[10] Conditional exponential moments for iterated Wiener integrals, with application to Onsager-Machlup functionals", Ann. Probability, to appear. | MR | Zbl
and , "[11] The Probability of small gaussian ellipsoids and associated conditional moments", Annals of Probability, Vol. 21, n 1, (1993), 14-24. | MR | Zbl
et , "[12] Continuous Martingales and Brownian Motion, Springer-Verlag. | Zbl
and ,[13] A note on conditional exponential moments and the Onsager Machlup functional", Annals of Probability, 20 (1992), 652-654. | MR | Zbl
and , "[14] 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. | MR | Zbl
and , "[15] 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. | MR | Zbl
and , "[16] On the Onsager Machlup functional of diffusion processes around non C2 curves", Annals of Probability, 17 (1989), 1037-1054. | MR | Zbl
, "