2000 character limit reached
The Onsager-Machlup action functional for degenerate SDEs driven by fractional Brownian motion (2312.03269v1)
Published 6 Dec 2023 in math.PR
Abstract: In this paper, the explicit expression of Onsager-Machlup action functional to degenerate stochastic differential equations driven by fractional Brownian motion is derived provided the diffusion coeffcient and reference path satisfy some suitable conditions. Then fractional Euler-Lagrange equations for Onsager-Machlup action functional are also obtained. Finally, some examples are provided to illustrate our results.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.