Part of the Lecture Notes in Mathematics book series (LNM, volume 851)
The probability functionals (Onsager-machlup functions) of diffusion processes
KeywordsStochastic Differential Equation Wiener Process Stochastic Integral Probability Functional Ideal Density
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- T.Fujita and S.Kotani; The Onsager-Machlup functions for diffusion processes, to appear.Google Scholar
- N.Ikeda and S.Watanabe; Stochastic differential equations and diffusion processes, Kodansha-John Wiley, 1980.Google Scholar
- R.L. Stratonovich; On the probability functional of diffusion processes, Select. Transl. in Math. Stat. Prob. 10(1971), 273–286.Google Scholar
© Springer-Verlag 1981