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Onsager-Machlup functional for the fractional Brownian motion · Study

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ArticleOnsager-Machlup functional for the fractional Brownian motion

S. Moret2002

OA

Articlebronze2002

Onsager-Machlup functional for the fractional Brownian motion

S. Moret · David Nualart

25 citations·0/0 files stored·Probability Theory and Related Fields

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Stochastic processes and financial applications Stochastic processes and statistical mechanics Fractional Differential Equations Solutions

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References

1983Stochastic Differential Equations and Diffusion Processes 1999Stochastic Analysis of the Fractional Brownian Motion 2001Stochastic Calculus with Respect to Gaussian Processes 1998Existence of small ball constants for fractional Brownian motions 1992A Note on Conditional Exponential Moments and Onsager-Machlup Functionals 2000On the Onsager-Machlup functional for elliptic diffusion processes

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Year2002

Typearticle

Published2002-10-01

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languageen

Citations25

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s004400200211

openalex_workW2028295625

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