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Results tagged with wiener-measure
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user 479223
3
votes
Accepted
Onsager-Machlup functional when drift is time-dependent
Using the argument of http://users.sussex.ac.uk/~md326/MAP.pdf or https://arxiv.org/abs/2209.04523
We have that if $\mu_0$ is a centered Gaussian measure then its Onsager-Machlup function is $\operato …
- 1,904
1
vote
Functional integral formulas for the wave equation and other hyperbolic PDEs
See also a preprint https://arxiv.org/abs/1306.2382 and a paper https://repository.lsu.edu/josa/vol5/iss2/3/ which use a kind of "Wick rotation." In the Chatterjee preprint, a Cauchy random variable c …
- 1,904