The Onsager-Machlup action functional for degenerate stochastic differential equations in a class of norms

DOI10.1016/J.SPL.2023.110009MaRDI QIDQ6152269OpenAlexFDO

Authors Shanqi Liu, Hongjun Gao

Publication date 13 February 2024

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2023.110009

zbMATH Keywords

Girsanov transformationdegenerate stochastic differential equationsOnsager-Machlup action functional

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Irreversible thermodynamics, including Onsager-Machlup theory (82C35)

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Cited in

(1)

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

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