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2016-10-21
Stochastic analysis in a tubular neighborhood or Onsager-Machlup functions revisited
Keisuke HaraYoichiro Takahashi
文献摘要
Yet another proof of Onsager-Machlup formula for diffusion processes on a Riemannian manifold after Takahashi-Watanabe, Fujita-Kotani. The proof is purely probabilistic and contains a precise study on an ergodic effect for a key Wiener functional.
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