Onsager-Machlup functional for stochastic evolution equations

Xavier Bardina; Carles Rovira; Samy Tindel

doi:10.1016/S0246-0203(02)00009-2

Onsager-Machlup functional for stochastic evolution equations

Xavier Bardina, Carles Rovira, Samy Tindel

Department of Mathematics

Research output: Contribution to journal › Article › Research › peer-review

3 Citations (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	69-93
Journal	Annales de l'institut Henri Poincare (B) Probability and Statistics
Volume	39
Issue number	1
DOIs	https://doi.org/10.1016/S0246-0203(02)00009-2
Publication status	Published - 1 Jan 2003

Keywords

Onsager-Machlup functionals
Stochastic evolution equations

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10.1016/S0246-0203(02)00009-2

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title = "Onsager-Machlup functional for stochastic evolution equations",

abstract = "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. {\textcopyright} 2003 {\'E}ditions scientifiques et m{\'e}dicales Elsevier SAS.",

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AU - Bardina, Xavier

AU - Rovira, Carles

AU - Tindel, Samy

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N2 - 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.

AB - 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.

KW - Onsager-Machlup functionals

KW - Stochastic evolution equations

U2 - 10.1016/S0246-0203(02)00009-2

DO - 10.1016/S0246-0203(02)00009-2

M3 - Article

VL - 39

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EP - 93

JO - Annales de l'institut Henri Poincare (B) Probability and Statistics

JF - Annales de l'institut Henri Poincare (B) Probability and Statistics

SN - 0246-0203

IS - 1

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