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Onsager-Machlup functional for some smooth norms on Wiener space
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  • Published: June 1995

Onsager-Machlup functional for some smooth norms on Wiener space

  • Mireille Capitaine1 

Probability Theory and Related Fields volume 102, pages 189–201 (1995)Cite this article

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Summary

In this paper, we determine Onsager-Machlup functionals for a variety of norms on Wiener space which includes among others Hölder norms for every 0<α<1/2, as well as Besov or Sobolev type norms. We basically require the knowledge of the small ball probabilities for the Wiener measure and use versions of the norms which are rotationaly invariant on the range of the Brownian paths, a property of crucial importance in our approach.

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Author information

Authors and Affiliations

  1. Laboratoire de Statistique et Probabilités, Université Paul Sabatier, 118, route de Narbonne, F-31062, Toulouse Cedex, France

    Mireille Capitaine

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  1. Mireille Capitaine
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Cite this article

Capitaine, M. Onsager-Machlup functional for some smooth norms on Wiener space. Probab. Th. Rel. Fields 102, 189–201 (1995). https://doi.org/10.1007/BF01213388

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  • Received: 06 June 1994

  • Accepted: 30 December 1994

  • Issue Date: June 1995

  • DOI: https://doi.org/10.1007/BF01213388

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Mathematics Subject Classification

  • 60J60
  • 60J65
  • 60H10
  • 60G15
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