Abstract
This paper is devoted to deriving the Onsager-Machlup action functional for McKean-Vlasov stochastic differential equations in a class of norms that dominate L2([0,1],Rd), such as supremum norm ‖⋅‖∞, Hölder norms ‖⋅‖α with α<14 and Lp-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.
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