The Onsager-Machlup action functional for Mckean-Vlasov SDEs

DOI10.1016/j.cnsns.2023.107203zbMath1509.60116arXiv2203.07147MaRDI QIDQ6393637

Hong-Jun Gao, Huijie Qiao, Nan Lu, Shanqi Liu

Publication date: 14 March 2022

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) Generation, random and stochastic difference and differential equations (37H10) Irreversible thermodynamics, including Onsager-Machlup theory (82C35)

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