Onsager-Machlup functional for stochastic evolution equations

DOI10.1016/S0246-0203(02)00009-2MaRDI QIDQ1868112zbMATH OpenFDO

Authors Xavier Bardina, Carles Rovira, S. Tindel

Publication date 27 April 2003

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_2003__39_1_69_0, https://eudml.org/doc/77757, https://ddd.uab.cat/record/273327

zbMATH Keywords

Onsager-Machlup functionalstochastic evolution equation

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Review text

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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