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Onsager Machlup functionals for non trace class SPDE's.

Authors :
Wolf, Eddy
Zeitouni, Ofer
Source :
Probability Theory & Related Fields; 1993, Vol. 95 Issue 2, p199-216, 18p
Publication Year :
1993

Abstract

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01788051
Volume :
95
Issue :
2
Database :
Complementary Index
Journal :
Probability Theory & Related Fields
Publication Type :
Academic Journal
Accession number :
72502165
Full Text :
https://doi.org/10.1007/BF01192270