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math.PR2023
The Onsager-Machlup action functional for degenerate McKean-Vlasov Stochastic Differential Equations
Shanqi Liu, Hongjun Gao
The purpose of this paper is to investigate the existence of the Onsager-Machlup action functional for degenerate McKean-Vlasov stochastic differential equations. To this end, we f…
math.PR2023
The Onsager-Machlup action functional for degenerate SDEs driven by fractional Brownian motion
Shanqi Liu, Hongjun Gao
In this paper, the explicit expression of Onsager-Machlup action functional to degenerate stochastic differential equations driven by fractional Brownian motion is derived provided…
math.PR2023
Volterra type McKean-Vlasov SDEs with singular kernels: Well-posedness, Propagation of Chaos and Euler schemes
Shanqi Liu, Hongjun Gao
In this paper, our work is devoted to studying Volterra type McKean-Vlasov stochastic differential equations with singular kernels. Firstly, the well-posedness of Volterra type McK…