The probability functionals (Onsager-machlup functions) of diffusion processes

  • Y. Takahashi
  • S. Watanabe
Papers Based On Main Talks And Courses
Part of the Lecture Notes in Mathematics book series (LNM, volume 851)


Stochastic Differential Equation Wiener Process Stochastic Integral Probability Functional Ideal Density 
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Copyright information

© Springer-Verlag 1981

Authors and Affiliations

  • Y. Takahashi
    • 1
  • S. Watanabe
    • 2
  1. 1.University of TokyoJapan
  2. 2.Kyoto UniversityJapan

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