On the Onsager-Machlup Functional of Diffusion Processes Around Non $C^2$ Curves
Author:
- Ofer ZeitouniOZOfer Zeitouni
Open Access
- 1 July 1989
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 17 (3) , 1037-1054
Abstract
The Onsager-Machlup function, namely the fictitious density of diffusion paths in function space, is considered, where the density is evaluated around non $C^2$ curves, thus extending earlier results. The extension holds also for the case of diffusions evolving on a manifold.