Onsager-Machlup functional for stochastic evolution equations (Q1868112)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Onsager-Machlup functional for stochastic evolution equations |
scientific article |
Statements
Onsager-Machlup functional for stochastic evolution equations (English)
0 references
27 April 2003
0 references
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.
0 references
Onsager-Machlup functional
0 references
stochastic evolution equation
0 references