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math.PR2024
Onsager-Machlup functional for stochastic lattice dynamical systems driven by time-varying noise
Xinze Zhang, Yong Li
This paper investigates the Onsager-Machlup functional of stochastic lattice dynamical systems (SLDSs) driven by time-varying noise. We extend the Onsager-Machlup functional from f…
math.PR2024
Onsager-Machlup functional for stochastic differential equations with time-varying noise
Xinze Zhang, Yong Li
This paper is devoted to studying the Onsager-Machlup functional for stochastic differential equations with time-varying noise of the α-Hölder, 0<α<1/4, dXt =f(t,Xt)dt+g(t)dWt. Our…