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Onsager-Machlup functionals for solutions of stochastic boundary value problems

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Séminaire de Probabilités XXIX

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1613))

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Abstract

The purpose of this paper is to compute the asymptotic probability that the solution of a stochastic differential equation with boundary conditions belongs to a small tube of radius ≠>0 centered around the solution of the deterministic equation without drift.

The work of D. Nualart was done during his staying at the Laboratoire de Probabilités, Univ. Paris VI.

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References

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Author information

Authors and Affiliations

  1. Laboratoire de Probabilités, Université de Paris VI, 4, place Jussieu, tour 46-56, 75252, Paris, France

    Mireille Chaleyat-Maurel

  2. Facultat de Matemàtiques, Universitat de Barcelona, Gran Via 585, 08007, Barcelona, Spain

    David Nualart

Authors
  1. Mireille Chaleyat-Maurel
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  2. David Nualart
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Editor information

Jacques Azéma Michel Emery Paul André Meyer Marc Yor

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© 1995 Springer-Verlag

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Chaleyat-Maurel, M., Nualart, D. (1995). Onsager-Machlup functionals for solutions of stochastic boundary value problems. In: Azéma, J., Emery, M., Meyer, P.A., Yor, M. (eds) Séminaire de Probabilités XXIX. Lecture Notes in Mathematics, vol 1613. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094199

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  • DOI: https://doi.org/10.1007/BFb0094199

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-60219-4

  • Online ISBN: 978-3-540-44744-3

  • eBook Packages: Springer Book Archive

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