Onsager Machlup functionals for non trace class SPDE's

DOI10.1007/BF01192270MaRDI QIDQ1326320zbMATH OpenFDO

Authors Ofer Zeitouni, Eddy Mayer-Wolf

Publication date 14 July 1994

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01192270

zbMATH Keywords

Dirichlet boundary conditionselliptic operatorFKG type inequalitiesOnsager-Machlup functional limit

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Review text

An Onsager-Machlup functional limit is derived for a class of SPDE's whose principal part is not trace class. Both nondegenerate and degenerate limits are obtained, and are illustrated by examples. The proof uses FKG type inequalities.

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Cites work

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Cited in

(17)

• The Onsager-Machlup functional for a class of anticipating processes
• A convex/log-concave correlation inequality for Gaussian measure and an application to abstract Wiener spaces
• Gaussian measures on linear spaces
• The Onsager-Machlup action functional for McKean-Vlasov stochastic differential equations
• Onsager Machlup Functional for Stochastic Evolution Equations in a Class of Norms
• Onsager-Machlup Functional for Uniformly Elliptic Time-Inhomogeneous Diffusion
• ONSAGER–MACHLUP FUNCTIONAL FOR VOLTERRA EQUATIONS PERTURBED BY NOISE
• scientific article; zbMATH DE number 816096 (Why is no real title available?)
• Most probable flows for Kunita SDEs
• The Onsager-Machlup action functional for degenerate stochastic differential equations in a class of norms
• The small-noise limit of the most likely element is the most likely element in the small-noise limit
• The Onsager-Machlup action functional for degenerate McKean-Vlasov stochastic differential equations
• Onsager-Machlup functional for stochastic differential equations with time-varying noise
• Persistence of invariant tori for stochastic nonlinear Schrödinger equation in the sense of most probable paths
• The Onsager-Machlup action functional for degenerate stochastic differential equations driven by fractional Brownian motion
• On the Onsager-Machlup functional for the Brownian motion on the Heisenberg group
• Time-periodic solutions of stochastic discounted Hamilton-Jacobi equations

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