Onsager-Machlup functionals and maximum a posteriori estimation for a class of non-Gaussian random fields

DOI10.1016/0047-259X(91)90060-FzbMath0728.60055MaRDI QIDQ805065

Amir Dembo, Ofer Zeitouni

Publication date: 1991

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Wiener measurerandom fieldRadon-Nikodym derivativestochastic partial differential equationOnsager-Machlup functional

Mathematics Subject Classification ID

Random fields (60G60) Random fields; image analysis (62M40) Estimation and detection in stochastic control theory (93E10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Onsager Machlup functionals for non trace class SPDE's ⋮ Gaussian measures on linear spaces ⋮ Most probable flows for Kunita SDEs ⋮ Γ -convergence of Onsager–Machlup functionals: I. With applications to maximum a posteriori estimation in Bayesian inverse problems

Cites Work

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• Maximum a posteriori estimation of elliptic Gaussian fields observed via a noisy nonlinear channel
• Generalized stochastic integrals and the Malliavin calculus
• On nonlinear transformations of Gaussian measures
• An existence theorem and some properties of maximum a posteriori estimators of trajectories of diffusions
• The stochastic integral of noncausal type as an extension of the symmetric integrals
• On kernels, eigenvalues, and eigenfunctions of operators related to elliptic problems
• A maximum a posteriori estimator for trajectories of diffusion processes

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