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7 votes
1 answer
249 views

Onsager-Machlup functional when drift is time-dependent

Let $X(t)$ be a diffusion process on $\mathbb{R}^d$ generated by \begin{align} \mathcal{D} = \nabla^2 + \sum_{i=1}^d b_i(x) \frac{\partial}{\partial x_i}, \end{align} where $b_i(x) \in \mathcal{C}_b^2(...
Enforce's user avatar
  • 203
2 votes
2 answers
252 views

Conditional Wiener measure continuous

consider a complete Riemannian manifold $M$ with heat kernel $p_M$ and let $U\subset M$ be an open set. Let $W_{x,t}^{y}$ be the Wiener measure associated to the Brownian motion starting at $x$ and ...
Denilson Orr's user avatar