{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q805065","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q805065","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q805065","kernelVersion":"v1","immutable":true,"modified":"2025-07-08T16:35:57Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q805065","name":"Onsager-Machlup functionals and maximum a posteriori estimation for a class of non-Gaussian random fields","headline":"Onsager-Machlup functionals and maximum a posteriori estimation for a class of non-Gaussian random fields","description":"scientific article; zbMATH DE number 4203386","url":"https://portal.mardi4nfdi.de/entity/Q805065","datePublished":"1991-00-00","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q188425"},{"@id":"https://portal.mardi4nfdi.de/entity/Q225928"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q57672"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1016/0047-259X(91)90060-F","url":"https://doi.org/10.1016/0047-259X(91)90060-F"},"sameAs":["https://doi.org/10.1016/0047-259X(91)90060-F"],"comment":"Suppose that \\(\\{\\) u(x), \\(x\\in D\\}\\) is a random field on a bounded domain D of \\(R^ d\\), \\(d\\geq 2\\), which satisfies a nonlinear stochastic partial differential equation of the form  \\[  Pu(x)+F(u(x))=n(x),\\quad x\\in D,\\quad P_{\\partial}u(x)=0,\\quad x\\in \\partial D,  \\]  where n(x) is white noise, P is a strongly elliptic operator and \\(P_{\\partial}\\) is a boundary operator. The authors show the existence of an Onsager-Machlup functional for the random field u(x), under some smoothness conditions on the function F. The basic tool in proving this result is a general theorem of Ramer and Kusuoka which allows to compute the Radon-Nikodym derivative of a nonlinear transformation of the Wiener measure. As an application the authors study the problem of the maximum a posteriori (MAP) estimation of the solution u(x) given nonlinear observations y(x) perturbed by an independent white noise. - This paper is an extension of a previous work of the authors [ibid. 35, No.2, 151-167 (1990; Zbl 0716.62101)], in the case where F is linear and u(x) is Gaussian.","citation":[{"@id":"https://portal.mardi4nfdi.de/entity/Q5530010"},{"@id":"https://portal.mardi4nfdi.de/entity/Q753374"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3992729"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1081205"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4725435"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1846516"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5903363"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3805692"}]},"provenance":{"prov:generatedAtTime":"2025-07-08T16:35:57Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}