Onsager-Machlup functionals for solutions of stochastic boundary-value problems
Séminaire de probabilités, Tome 29 (1995), pp. 44-55 
@article{SPS_1995__29__44_0,
     author = {Chaleyat-Maurel, Mireille and Nualart, David},
     title = {Onsager-Machlup functionals for solutions of stochastic boundary-value problems},
     journal = {S\'eminaire de probabilit\'es},
     pages = {44--55},
     year = {1995},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {29},
     mrnumber = {1459448},
     zbl = {0836.60066},
     language = {en},
     url = {https://www.numdam.org/item/SPS_1995__29__44_0/}
}
TY  - JOUR
AU  - Chaleyat-Maurel, Mireille
AU  - Nualart, David
TI  - Onsager-Machlup functionals for solutions of stochastic boundary-value problems
JO  - Séminaire de probabilités
PY  - 1995
SP  - 44
EP  - 55
VL  - 29
PB  - Springer - Lecture Notes in Mathematics
UR  - https://www.numdam.org/item/SPS_1995__29__44_0/
LA  - en
ID  - SPS_1995__29__44_0
ER  - 
%0 Journal Article
%A Chaleyat-Maurel, Mireille
%A Nualart, David
%T Onsager-Machlup functionals for solutions of stochastic boundary-value problems
%J Séminaire de probabilités
%D 1995
%P 44-55
%V 29
%I Springer - Lecture Notes in Mathematics
%U https://www.numdam.org/item/SPS_1995__29__44_0/
%G en
%F SPS_1995__29__44_0
Chaleyat-Maurel, Mireille; Nualart, David. Onsager-Machlup functionals for solutions of stochastic boundary-value problems. Séminaire de probabilités, Tome 29 (1995), pp. 44-55. https://www.numdam.org/item/SPS_1995__29__44_0/

[1] M. Chaleyat-Maurel and D. Nualart: The Onsager-Machlup functional for a class of anticipating processes. Probab. Theory Rel. Fields 94, 247-270 (1992). | Zbl | MR

[2] I. Chavel: Eigenvalues in Riemannian Geometry. Academic Press, 1984. | Zbl | MR

[3] N. Ikeda and S. Watanabe: Stochastic differential equations and Diffusion processes. Amsterdam, Oxford, New York: North-Holland, 1981. | Zbl | MR

[4] S. Kusuoka: The non linear transformation of Gaussian measure on Banach space and its absolute continuity. (I). J. Fac. Sci. Tokyo Univ. 32 Sec. IA, 567-597 (1985) | Zbl | MR

[5] Wenbo Li: Private communication.

[6] D. Nualart and E. Pardoux: Stochastic calculus with anticipating integrands. Probab. Theory Rel. Fields 78, 535-581 (1988). | Zbl | MR

[7] D. Nualart and E. Pardoux: Boundary value problems for stochastic differential equations. Annals of Probability 19, 1118-1144 (1991). | Zbl | MR

[8] D. Nualart and E. Pardoux: Second order stochastic differential equations with Dirichlet boundary conditions. Stochastic Processes and Their Applications 39, 1-24 (1991). | Zbl | MR

[9] D. Nualart and E. Pardoux: Stochastic differential equations with boundary conditions. In: Stochastic Analysis and Appl..ed. A.B. Cruzeiro and J.C. Zambrini. Birkhauser 1991, 155-175. | Zbl | MR

[10] L.A. Shepp and O. Zeitouni: A note on conditional exponential moments and Onsager Machlup functionals. Annals of Probability 20, 652-654 (1992). | Zbl | MR