Accession Number:

ADA459633

Title:

On the Onsager-Machlup Functional of Diffusion Processes Around Non C2 Curves

Descriptive Note:

Corporate Author:

MASSACHUSETTS INST OF TECH CAMBRIDGE LAB FOR INFORMATION AND DECISION SYSTEMS

Personal Author(s):

Report Date:

1988-08-01

Pagination or Media Count:

31.0

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.

Subject Categories:

  • Theoretical Mathematics
  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE