2025/03/20 by Zhu, Yanbin, Jiang, Xiaomeng, Li, Yong
#60G22 #60H10 #82C35 #Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR)
paper · doi:10.48550/arxiv.2503.15906
In this paper, we compute the Onsager-Machlup functional for distribution dependent SDEs driven by fractional Brownian motions with Hurst parameter H∈ ((1)/(4),1). In the case (1)/(4) < H < (1)/(2) , the norm can be either the supremum norm or Hölder norms of order β with 0 < β< H - (1)/(4) . In the case (1)/(2) < H < 1 , the norms can be a Hölder norm of order β with H - (1)/(2) < β< H - (1)/(4) . As an example, we compute the Onsager-Machlup functional for the stochastic pendulum equation