ONSAGER–MACHLUP FUNCTIONAL FOR VOLTERRA EQUATIONS PERTURBED BY NOISE
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Publication:4796468
DOI10.1142/S0219493702000534zbMath1012.60058MaRDI QIDQ4796468
Publication date: 16 June 2003
Published in: Stochastics and Dynamics (Search for Journal in Brave)
stochastic Volterra equationstochastic convolution integralsKarhunen type decompositionmaximum likelihood operatorOnsager-Machlup operator
Cites Work
- The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process
- Onsager Machlup functionals for non trace class SPDE's
- Large deviations for stochastic Volterra equations in the plane
- Mathematical Modeling of the GnRH Pulse and Surge Generator
- Fluctuations and Irreversible Processes
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