Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems (Q6041820): Difference between revisions

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scientific article; zbMATH DE number 7686120

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English	Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems	scientific article; zbMATH DE number 7686120

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scholarly article

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Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems (English)

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Journal of Differential Equations

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publication date

15 May 2023

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zbMATH Keywords

McKean-Vlasov equation

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large deviation principle

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averaging principle

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multi-scale

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MaRDI profile type

MaRDI publication profile

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Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles

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From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE

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Large deviations for interacting multiscale particle systems

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Mean-field stochastic differential equations and associated PDEs

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Large deviations for infinite dimensional stochastic dynamical systems

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Probabilistic Theory of Mean Field Games with Applications II

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Averaging principle for a class of stochastic reaction-diffusion equations

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Stochastic 2D hydrodynamical type systems: well posedness and large deviations

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On the diffusive-mean field limit for weakly interacting diffusions exhibiting phase transitions

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Freidlin-Wentzell LDP in path space for McKean-Vlasov equations and the functional iterated logarithm law

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Large deviations for multiscale diffusion via weak convergence methods

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Short-Maturity Asymptotics for a Fast Mean-Reverting Heston Stochastic Volatility Model

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Small-time asymptotics for fast mean-reverting stochastic volatility models

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Stochastic particle approximation of the Keller-Segel equation and two-dimensional generalization of Bessel processes

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Random Perturbations of Reaction-Diffusion Equations: The Quasi-Deterministic Approximation

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Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales

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Distribution-dependent stochastic porous media equations

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Averaging Principle for Complex Ginzburg--Landau Equation Perturbated by Mixing Random Forces

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Mean field limits for interacting diffusions in a two-scale potential

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Averaging principle of SDE with small diffusion: Moderate deviations

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Weak existence and uniqueness for McKean-Vlasov SDEs with common noise

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Freidlin--Wentzell Type Large Deviation Principle for Multiscale Locally Monotone SPDEs

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Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations

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Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs

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Quantitative estimates of propagation of chaos for stochastic systems with \(W^{-1,\infty}\) kernels

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Large deviations for multi-scale jump-diffusion processes

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Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise

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Large deviations for two scaled diffusions

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Stochastic partial differential equations: an introduction

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Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients

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Large deviation principles of obstacle problems for quasilinear stochastic PDEs

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A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS

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On large deviations of coupled diffusions with time scale separation

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Bismut formula for Lions derivative of distribution dependent SDEs and applications

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Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations

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Well-posedness of distribution dependent SDEs with singular drifts

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Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion

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Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients

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On large deviations for SDEs with small diffusion and averaging.

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Distribution dependent SDEs for Landau type equations

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Large deviations and approximations for slow-fast stochastic reaction-diffusion equations

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Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.JDE.2023.03.055

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Sitelinks

Mathematics(1 entry)

mardi Publication:6041820

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