We compute the Onsager-Machlup functional for a stochastic evolution equation with additive noise, using L 2 -type techniques. The regularity that has to be imposed to the drift coefficient is a trace type condition on its derivative. The expression of the divergence part of the functional does not depend on the stochastic convolution related to our evolution system. © 2003 Éditions scientifiques et médicales Elsevier SAS.
|Journal||Annales de l'institut Henri Poincare (B) Probability and Statistics|
|Publication status||Published - 1 Jan 2003|
- Onsager-Machlup functionals
- Stochastic evolution equations