4 papers
Onsager--Machlup Functionals for Generalized Newtonian Equations of Motion with Time-Varying Fractional Noise
Yanbin Zhu, Xiaomeng Jiang, Yong Li
In this paper, we derive the Onsager--Machlup functional for a class of degenerate stochastic differential equations on driven by -dimensional fractional Brow…
Onsager--Machlup Functional for Fractional Stochastic Newton Dynamics with Time-Dependent Noise Intensities
Yanbin Zhu, Xiaomeng Jiang, Yong Li
In this paper, we derive the Onsager--Machlup functional for a second-order Newton-type stochastic system driven by time-dependent fractional noise, \[ X_t'' = f_t(X_t, X_t') + Ï_…
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…
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…