| Abstract: |
| The Onsager--Machlup functional is fundamental in characterizing fluctuations in nonequilibrium systems. For McKean--Vlasov stochastic differential equations, its derivation is challenging due to the distribution dependence in both drift and diffusion terms. In this talk, we introduce an Euler-type approximation scheme based on classical (distribution-independent) stochastic differential equations, each admitting an explicit Onsager--Machlup functional. By proving convergence to the McKean--Vlasov system, we rigorously obtain the corresponding functional in closed form. This constructive approach extends naturally to a broad class of distribution-dependent stochastic systems. |
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