Stochastic analysis in a tubular neighborhood or Onsager-Machlup functions revisited
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.
math.PR↗