The Onsager–Machlup function is a function that summarizes the dynamics of a continuous stochastic process. It is used to define a probability density for a stochastic process, and it is similar to the Lagrangian of a dynamical system. It is named after Lars Onsager and who were the first to consider such probability densities. The dynamics of a continuous stochastic process X from time t = 0 to t = T in one dimension, satisfying a stochastic differential equation where as ε → 0, where L is the Onsager–Machlup function.