Event № 308
Adviser: Prof. Eddy Meir-Wolf
Abstract: The Onsager-Machlup functional of a Cameron-Martin path relates to the probability that the solution of a stochastic differential equation lies in a small ball (or “tube”) around the path. Its computation is typically dependent of “approximatelimits” of Wiener functionals with respect to a given measurable norm.
We will discuss certain stochastic differential equations driven by fractional Brownian motion and the paths near which their solutions typically reside