arXiv (All)
open access
The Numerical Onsager-Machlup action functional for Euler discretized SDEs driven by fractional Brownian motion
In this work, different from previous results, the explicit expression of numerical Onsager-Machlup action functional for Euler discretized SDEs driven by fractional Brownian motion is derived provided the drift coefficient and numerical reference path satisfy some suitable conditions. Then numerica
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Euler Scheme for Stochastic Functional Differential Equations Driven by Fractional Brownian Motion via Fractional Calculus Techniques#1061726
- Scheme-Induced Minimum Action Methods for SPDEs: A Variational Framework for Convergence Analysis#821638
- Exact finite-sample inference for multi-mixed fractional Brownian motion with drift#1123384
- On the Non-Existence of the Higgs Boson as a Physical EntityThe Non-Existence of Bosons as Independent Physical Entities#77987
- Fractional kinetics equation from a Markovian system of interacting Bouchaud trap models#1083945
Record · ID 1128888
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive