Onsager Machlup functionals for non trace class SPDE's |
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| Authors: | Eddy Mayer Wolf Ofer Zeitouni |
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| Institution: | (1) Department of Mathematics, Technion-Israel Institute of Technology, 32000 Haifa, Israel;(2) Department of Electrical Engineering, Technion-Israel Institute of Technology, 32000 Haifa, Israel |
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| Abstract: | Summary An Onsager Machlup functional limit is derived for a class of SPDE's whose principal part is not trace class. Both nondegenerate and degenerate limits are obtained, and are illustrated by examples. The proof uses FKG type inequalities.The work of this author was partially supported by the Bernstein Fund for the promotion of research at the TechnionThe work of this author was partially supported by the Center for Intelligent Control Systems at MIT under US Army research office grant DAAL03-86-K0171 |
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| Keywords: | 60G60 60H15 60F99 |
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