Rate of homogenization for fully-coupled McKean-Vlasov SDEs
暂无分享,去创建一个
[1] H. Qiao,et al. Efficient filtering for multiscale McKean-Vlasov Stochastic differential equations , 2022, 2206.05037.
[2] Xiaobin Sun,et al. Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process , 2022, Stochastic Analysis and Applications.
[3] Fuke Wu,et al. Poisson equation on Wasserstein space and diffusion approximations for McKean-Vlasov equation , 2022, 2203.12796.
[4] K. Spiliopoulos,et al. Moderate deviations for fully coupled multiscale weakly interacting particle systems , 2022, 2202.08403.
[5] Panpan Ren,et al. Singular McKean-Vlasov SDEs: well-posedness, regularities and Wang’s Harnack inequality , 2021, Stochastic Processes and their Applications.
[6] Peng Chen,et al. Approximation to Stochastic Variance Reduced Gradient Langevin Dynamics by Stochastic Delay Differential Equations , 2021, Applied Mathematics & Optimization.
[7] Large deviations for interacting multiscale particle systems. , 2020, 2011.03032.
[8] L. Szpruch,et al. Weak quantitative propagation of chaos via differential calculus on the space of measures , 2019, The Annals of Applied Probability.
[9] D. Crisan,et al. A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria , 2014, Memoirs of the American Mathematical Society.
[10] Jie Xu,et al. Strong Averaging Principle for Two-Time-Scale Stochastic McKean-Vlasov Equations , 2021, Applied Mathematics & Optimization.
[11] Arnab Ganguly,et al. Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: Central limit theorem and moderate deviation asymptotics , 2021 .
[12] G. Pavliotis,et al. On the Diffusive-Mean Field Limit for Weakly Interacting Diffusions Exhibiting Phase Transitions , 2020, Archive for Rational Mechanics and Analysis.
[13] M. Rockner,et al. Strong convergence order for slow–fast McKean–Vlasov stochastic differential equations , 2019, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques.
[14] Noufel Frikha,et al. From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs , 2019, Journal de Mathématiques Pures et Appliquées.
[15] M. Rockner,et al. Diffusion approximation for fully coupled stochastic differential equations , 2020, 2008.04817.
[16] Feng-Yu Wang,et al. Derivative estimates on distributions of McKean-Vlasov SDEs , 2020, 2006.16731.
[17] Alvin Tse. Higher order regularity of nonlinear Fokker-Planck PDEs with respect to the measure component , 2019, 1906.09839.
[18] W. Stannat,et al. Weak solutions to Vlasov–McKean equations under Lyapunov-type conditions , 2019, Stochastics and Dynamics.
[19] Feng-Yu Wang,et al. Distribution dependent SDEs with singular coefficients , 2018, Stochastic Processes and their Applications.
[20] K. Ramanan,et al. From the master equation to mean field game limit theory: a central limit theorem , 2018, Electronic Journal of Probability.
[21] M. Röckner,et al. STRONG AND WEAK CONVERGENCE IN THE AVERAGING PRINCIPLE FOR SDES WITH HÖLDER COEFFICIENTS , 2019 .
[22] N. Frikha,et al. WELL-POSEDNESS FOR SOME NON-LINEAR DIFFUSION PROCESSES AND RELATED PDE ON THE WASSERSTEIN SPACE , 2018, 1811.06904.
[23] R. Sarpong,et al. Bio-inspired synthesis of xishacorenes A, B, and C, and a new congener from fuscol† †Electronic supplementary information (ESI) available. See DOI: 10.1039/c9sc02572c , 2019, Chemical science.
[24] R. Carmona,et al. Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations , 2018 .
[25] L. Szpruch,et al. McKean–Vlasov SDEs under measure dependent Lyapunov conditions , 2018, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques.
[26] P. Moral,et al. A Taylor expansion of the square root matrix function , 2017, Journal of Mathematical Analysis and Applications.
[27] D. Crisan,et al. Smoothing properties of McKean–Vlasov SDEs , 2017, 1702.01397.
[28] Daniel Lacker,et al. Limit Theory for Controlled McKean-Vlasov Dynamics , 2016, SIAM J. Control. Optim..
[29] Moderate deviations principle for systems of slow-fast diffusions , 2016, 1611.05903.
[30] Feng-Yu Wang. Distribution-Dependent SDEs for Landau Type Equations , 2016, 1606.05843.
[31] M. H. Duong,et al. Brownian Motion in an N-Scale Periodic Potential , 2016, Journal of Statistical Physics.
[32] Josselin Garnier,et al. Consensus Convergence with Stochastic Effects , 2015, ArXiv.
[33] Juan Li,et al. Mean-field stochastic differential equations and associated PDEs , 2014, 1407.1215.
[34] Federico Toschi,et al. Collective Dynamics from Bacteria to Crowds , 2014 .
[35] R. Fetecau,et al. Emergent behaviour in multi-particle systems with non-local interactions , 2013 .
[36] Konstantinos Spiliopoulos. Fluctuation analysis and short time asymptotics for multiple scales diffusion processes , 2013 .
[37] Justin A. Sirignano,et al. Fluctuation Analysis for the Loss from Default , 2013, 1304.1420.
[38] Josselin Garnier,et al. Large Deviations for a Mean Field Model of Systemic Risk , 2012, SIAM J. Financial Math..
[39] Xiongzhi Chen. Brownian Motion and Stochastic Calculus , 2008 .
[40] Vivek S. Borkar,et al. Averaging of Singularly Perturbed Controlled Stochastic Differential Equations , 2007 .
[41] Pavel Drábek,et al. Methods of Nonlinear Analysis: Applications to Differential Equations , 2007 .
[42] E. Saar. Multiscale Methods , 2006, astro-ph/0612370.
[43] T. Kurtz,et al. A stochastic evolution equation arising from the fluctuations of a class of interacting particle systems , 2004 .
[44] A. Veretennikov,et al. © Institute of Mathematical Statistics, 2003 ON POISSON EQUATION AND DIFFUSION APPROXIMATION 2 1 , 2022 .
[45] S. Cerrai. Second Order Pde's in Finite and Infinite Dimension: A Probabilistic Approach , 2001 .
[46] Emanuele Caglioti,et al. A Non-Maxwellian Steady Distribution for One-Dimensional Granular Media , 1998 .
[47] Sylvie Méléard,et al. A Hilbertian approach for fluctuations on the McKean-Vlasov model , 1997 .
[48] R. Zwanzig,et al. Diffusion in a rough potential. , 1988, Proceedings of the National Academy of Sciences of the United States of America.
[49] Jerzy Zabczyk,et al. Regularity of solutions of linear stochastic equations in hilbert spaces , 1988 .
[50] A. Veretennikov,et al. Bounds for the Mixing Rate in the Theory of Stochastic Equations , 1988 .
[51] M. Hitsuda,et al. Tightness problem and Stochastic evolution equation arising from fluctuation phenomena for interacting diffusions , 1986 .
[52] D. Dawson. Critical dynamics and fluctuations for a mean-field model of cooperative behavior , 1983 .
[53] A. Friedman. Partial Differential Equations of Parabolic Type , 1983 .
[54] A. Bensoussan,et al. Asymptotic analysis for periodic structures , 1979 .