Abstract:The Onsager--Machlup action functional provides a variational framework for characterizing the most probable transition paths of stochastic systems and plays an important role in the study of nonequilibrium fluctuations. Its extension to McKean--Vlasov stochastic differential equations is complicated by the intrinsic distribution dependence of the coefficients. In this paper, we address this difficulty by introducing an Euler-type approximation scheme based on classical, distribution-free stochastic differential equations. Combining the classical Onsager--Machlup theory with a convergence argument for the approximation sequence, we derive an explicit expression for the Onsager--Machlup functional associated with the McKean--Vlasov SDE. The proposed approach is constructive and extends to a broad class of distribution-dependent stochastic systems.
From: Ying Chao [view email]
[v1]
Thu, 25 Jun 2026 12:03:35 UTC (3,508 KB)
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