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arXiv 2203.07147math.PR
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Mckean-Vlasov随机微分方程的Onsager-Machlup作用泛函

The Onsager-Machlup action functional for Mckean-Vlasov SDEs

Shanqi Liu, Hongjun Gao, Huijie Qiao

摘要:

研究了Mckean-Vlasov随机微分方程在一类支配$L^2([0,1], \mathbb{R}^d)$的范数下的Onsager-Machlup作用泛函,包括上确界范数$\|\cdot\|_{\infty}$,H $\mathrm{\ddot{o}}$ lder范数$\|\cdot\|_α$与$α<\frac{1}{4}$,以及$L^p$ -范数与$p>4$.导出了相应的Onsager-Machlup作用泛函的Euler-Lagrange方程,并给出了算例。

英文摘要:

This paper is devoted to deriving the Onsager-Machlup action functional for Mckean-Vlasov stochastic differential equations in a class of norms that dominate $L^2([0,1], \mathbb{R}^d)$, such as supremum norm $\|\cdot\|_{\infty}$, H$\mathrm{\ddot{o}}$lder norms $\|\cdot\|_α$ with $α<\frac{1}{4}$ and $L^p$-norms with $p>4$ are included. Moreover, the corresponding Euler-Lagrange equation for Onsager-Machlup action functional is derived and a example is given.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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