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1 paper

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…