Stochastic analysis in a tubular neighborhood or Onsager-Machlup functions revisited

Keisuke Hara; Yoichiro Takahashi

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arXiv · 1610.06670

Stochastic analysis in a tubular neighborhood or Onsager-Machlup functions revisited

Keisuke Hara·Yoichiro Takahashi

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Abstract

Yet another proof of Onsager-Machlup formula for diffusion processes on a Riemannian manifold after Takahashi-Watanabe, Fujita-Kotani. The proof is purely probabilistic and contains a precise study on an ergodic effect for a key Wiener functional.

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Keisuke Hara, Yoichiro Takahashi. 2016-10-21. Stochastic analysis in a tubular neighborhood or Onsager-Machlup functions revisited. https://arxiv.org/abs/1610.06670

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