ONSAGER MACHLUP FUNCTIONALS FOR NON TRACE CLASS SPDES

Authors
WOLF EM ZEITOUNI O
Citation
Em. Wolf et O. Zeitouni, ONSAGER MACHLUP FUNCTIONALS FOR NON TRACE CLASS SPDES, Probability theory and related fields, 95(2), 1993, pp. 199-216
Citations number
13
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Probability theory and related fields → ACNP
ISSN journal
01788051
Volume
95
Issue
2
Year of publication
1993
Pages
199 - 216
Database
ISI
SICI code
0178-8051(1993)95:2<199:OMFFNT>2.0.ZU;2-L
Abstract
An Onsager Machlup functional limit is derived for a class of SPDE's w hose principal part is not trace class. Both nondegenerate and degener ate limits are obtained, and are illustrated by examples. The proof us es FKG type inequalities.