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math.NA2026
The Numerical Onsager-Machlup action functional for Euler discretized SDEs driven by fractional Brownian motion
Shanqi Liu, Qiqi Lian, Jinqiao Duan +1
In this work, different from previous results, the explicit expression of numerical Onsager-Machlup action functional for Euler discretized SDEs driven by fractional Brownian motio…
math.DS2026
Metastable Transitions in Dynamical Systems with both Time-varying Perturbations and Degenerate Noise
Hanru Zou, Hongjun Gao, Pingyuan Wei +1
This paper investigates the persistence of maximum likelihood paths in degenerate stochastic differential systems and quantifies how small periodic perturbations modulate the metas…