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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.DS2024
Poisson stability of solutions for stochastic evolution equations driven by fractional Brownian motion
Xinze Zhang, Li Yong, Xue Yang
In this paper, we study the problem of Poisson stability of solutions for stochastic semi-linear evolution equation driven by fractional Brownian motion \mathrm{d} X(t)= \left( AX(…
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…