The Onsager-Machlup action functional for McKean-Vlasov stochastic differential equations

DOI10.1016/j.cnsns.2023.107203MaRDI QIDQ2698371

Huijie Qiao, Nan Lu, Hong-Jun Gao, Shanqi Liu

Publication date: 21 April 2023

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2023.107203

zbMATH Keywords

Girsanov transformation; McKean-Vlasov SDEs; Onsager-Machlup action functional

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

37H10: Generation, random and stochastic difference and differential equations

82C35: Irreversible thermodynamics, including Onsager-Machlup theory