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Onsager Machlup functionals for non trace class SPDE's
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  • Published: June 1993

Onsager Machlup functionals for non trace class SPDE's

  • Eddy Mayer Wolf1 &
  • Ofer Zeitouni2 

Probability Theory and Related Fields volume 95, pages 199–216 (1993)Cite this article

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.

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Author information

Authors and Affiliations

  1. Department of Mathematics, Technion-Israel Institute of Technology, 32000, Haifa, Israel

    Eddy Mayer Wolf

  2. Department of Electrical Engineering, Technion-Israel Institute of Technology, 32000, Haifa, Israel

    Ofer Zeitouni

Authors
  1. Eddy Mayer Wolf
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  2. Ofer Zeitouni
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Additional information

The work of this author was partially supported by the Bernstein Fund for the promotion of research at the Technion

The 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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Cite this article

Wolf, E.M., Zeitouni, O. Onsager Machlup functionals for non trace class SPDE's. Probab. Th. Rel. Fields 95, 199–216 (1993). https://doi.org/10.1007/BF01192270

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  • Received: 19 November 1991

  • Revised: 08 July 1992

  • Issue Date: June 1993

  • DOI: https://doi.org/10.1007/BF01192270

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Mathematics Subject Classification

  • 60G60
  • 60H15
  • 60F99
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