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The probability functionals (Onsager-machlup functions) of diffusion processes

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Part of the Lecture Notes in Mathematics book series (LNM,volume 851)

Keywords

  • Stochastic Differential Equation
  • Wiener Process
  • Stochastic Integral
  • Probability Functional
  • Ideal Density

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References

  1. E. Cartan; Lecons sur la geometrie des espaces de Riemann, Gauthier-Villars, Paris, 1963

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© 1981 Springer-Verlag

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Takahashi, Y., Watanabe, S. (1981). The probability functionals (Onsager-machlup functions) of diffusion processes. In: Williams, D. (eds) Stochastic Integrals. Lecture Notes in Mathematics, vol 851. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0088735

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  • DOI: https://doi.org/10.1007/BFb0088735

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10690-6

  • Online ISBN: 978-3-540-38613-1

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