scientific article; zbMATH DE number 1500597

MaRDI QIDQ4501619zbMATH OpenFDO

Authors Mireille Capitaine

Publication date 26 April 2001

Full work available at URL http://www.numdam.org/item?id=SPS_2000__34__313_0, https://eudml.org/doc/114044

zbMATH Keywords

Kunita-Watanabe theoremorthogonal martingalesstochastic Stokes theorem

Mathematics Subject Classification ID

Diffusion processes (60J60)

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Cited in

(23)

• On an estimate of Cranston and McConnell for elliptic diffusions in uniform domains
• Onsager Machlup functionals for non trace class SPDE's
• Tube estimates for diffusion processes under a weak Hörmander condition
• Onsager-Machlup functional for stochastic evolution equations
• Onsager-Machlup functional for some smooth norms on Wiener space
• Tube estimates for diffusions under a local strong Hörmander condition
• Joint maximum \textit{a posteriori} state path and parameter estimation in stochastic differential equations
• Data-driven method to learn the most probable transition pathway and stochastic differential equation
• The Onsager-Machlup action functional for McKean-Vlasov stochastic differential equations
• scientific article; zbMATH DE number 4015838 (Why is no real title available?)
• Gamma-limit of the Onsager-Machlup functional on the space of curves
• Onsager Machlup Functional for Stochastic Evolution Equations in a Class of Norms
• Onsager-Machlup Functional for Uniformly Elliptic Time-Inhomogeneous Diffusion
• scientific article; zbMATH DE number 816096 (Why is no real title available?)
• Transition pathways for a class of high dimensional stochastic dynamical systems with Lévy noise
• The Onsager–Machlup function as Lagrangian for the most probable path of a jump-diffusion process
• Building a path-integral calculus: a covariant discretization approach
• Most probable flows for Kunita SDEs
• The Onsager-Machlup action functional for degenerate stochastic differential equations in a class of norms
• Onsager-Machlup functional for stochastic differential equations with time-varying noise
• 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
• On the Onsager-Machlup functional of diffusion processes around non \(C^ 2\) curves

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