Functionals of paths of a diffusion process and the Onsager-Machlup function |
| |
| Authors: | A. Bach D. Dürr B. Stawicki |
| |
| Affiliation: | (1) Institut für theoretische Physik I, Universität Münster, Von-Esmarch-Straße 10a, D-4400 Münster/Westfalen, Germany |
| |
| Abstract: | The Onsager-Machlup function for a one-dimensional diffusion processXt is obtained by means of the Radon-Nikodym derivative of the measure in function space induced byXt with respect to the measure corresponding to an auxiliary diffusion processYt. |
| |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ |
