Abstract
The role of correlation inequalities and martingale arguments in establishing conditional exponential bounds is reviewed. Applications to the computation of the Onsager Machlup functional for diffusions under non supremum norms follow.
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Shepp, L.A., Zeitouni, O. (1993). Exponential estimates for convex norms and some applications. In: Nualart, D., Solé, M.S. (eds) Barcelona Seminar on Stochastic Analysis. Progress in Probability, vol 32. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8555-3_11
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DOI: https://doi.org/10.1007/978-3-0348-8555-3_11
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