The Onsager-Machlup Action Functional for McKean-Vlasov Stochastic Differential Equations
发布时间：2024年06月17日
浏览次数：811
发布者: He Liu
主讲人： Huijie Qiao (Southeast University)
活动时间： 从 2024-06-20 16:00 到 17:00
场地： 线上
This talk is devoted to deriving the Onsager-Machlup action functional for McKean-Vlasov stochastic differential equations in a class of norms that dominate $L^2([0,1], \mathbb{R}^d)$, such as supremum norm $\|\cdot\|_{\infty}$, H$\mathrm{\ddot{o}}$lder norms $\|\cdot\|_{\alpha}$ with $\alpha<\frac{1}{4}$ and $L^p$-norms with $p>4$ are included. Moreover, the corresponding Euler-Lagrange equation for Onsager-Machlup action functional is derived and a numerical example is given.
腾讯会议： https://meeting.tencent.com/dm/rqbaB9gv1AXz
腾讯会议：446-139-830
会议密码：202456
腾讯会议： https://meeting.tencent.com/dm/rqbaB9gv1AXz
腾讯会议：446-139-830
会议密码：202456
