Onsager-Machlup functional for stochastic evolution equations (Q1868112)

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Onsager-Machlup functional for stochastic evolution equations
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    Onsager-Machlup functional for stochastic evolution equations (English)
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    27 April 2003
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    Using \(L^2\)-type techniques, the Onsager-Machlup functional is computed in the case of stochastic evolution equations with additive noise. The main regularity assumption is the trace-type condition on the derivative of the drift coefficient. It is worth noting that the divergence part of the functional does not depend on the stochastic convolution associated to the evolution system.
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    Onsager-Machlup functional
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    stochastic evolution equation
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