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Onsager-Machlup functional for the fractional Brownian motion
6 references·0 citing·16 second hop
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References

  • 1983Stochastic Differential Equations and Diffusion Processes3,836 cited
  • 1999Stochastic Analysis of the Fractional Brownian Motion744 cited
  • 2001Stochastic Calculus with Respect to Gaussian Processes536 cited
  • 1998Existence of small ball constants for fractional Brownian motions59 cited
  • 1992A Note on Conditional Exponential Moments and Onsager-Machlup Functionals41 cited
  • 2000On the Onsager-Machlup functional for elliptic diffusion processes26 cited

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