Abstract
The purpose of this paper is to compute the asymptotic probability that the solution of a stochastic differential equation with boundary conditions belongs to a small tube of radius ≠>0 centered around the solution of the deterministic equation without drift.
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The work of D. Nualart was done during his staying at the Laboratoire de Probabilités, Univ. Paris VI.
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© 1995 Springer-Verlag
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Chaleyat-Maurel, M., Nualart, D. (1995). Onsager-Machlup functionals for solutions of stochastic boundary value problems. In: Azéma, J., Emery, M., Meyer, P.A., Yor, M. (eds) Séminaire de Probabilités XXIX. Lecture Notes in Mathematics, vol 1613. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094199
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DOI: https://doi.org/10.1007/BFb0094199
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