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math.PR2025
Onsager-Machlup Functional for SDE with Time-Varying Fractional Noise
Yanbin Zhu, Xiaomeng Jiang, Yong Li
In this paper, we derive the Onsager-Machlup functional for stochastic differential equations driven by time-varying fractional noise of the form X(t) = x0 + integral from 0 to t b…
math.DS2025
The Onsager-Machlup functional for distribution dependent SDEs driven by fractional Brownian motion
Yanbin Zhu, Xiaomeng Jiang, Yong Li
In this paper, we compute the Onsager-Machlup functional for distribution dependent SDEs driven by fractional Brownian motions with Hurst parameter . In the c…