Large and moderate deviation principles for path-distribution-dependent stochastic differential equations (Q6107305): Difference between revisions

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scientific article; zbMATH DE number 7706081

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English	Large and moderate deviation principles for path-distribution-dependent stochastic differential equations	scientific article; zbMATH DE number 7706081

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scholarly article

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title

Large and moderate deviation principles for path-distribution-dependent stochastic differential equations (English)

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Discrete and Continuous Dynamical Systems. Series S

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publication date

3 July 2023

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zbMATH Keywords

large deviation principles

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moderate deviation principles

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weak convergence method

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path-distribution-dependent SDEs

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the fixed point theorem

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.3934/dcdss.2023015

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cites work

Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts

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Bismut formula for Lions derivative of distribution-path dependent SDEs

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Existence of invariant probability measures for functional McKean-Vlasov SDEs

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Limit theorems for additive functionals of path-dependent SDEs

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

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The Vlasov dynamics and its fluctuations in the \(1/N\) limit of interacting classical particles

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Q2772038

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Analysis and Approximation of Rare Events

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Moderate deviation principles for stochastic differential equations with jumps

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Large deviations for infinite dimensional stochastic dynamical systems

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Variational representations for continuous time processes

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Large deviation principles for 3D stochastic primitive equations

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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 and a Kramers' type law for self-stabilizing diffusions

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Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations

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Nonlinear Fokker-Planck equations for probability measures on path space and path-distribution dependent sdes

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Well-posedness and regularity for distribution dependent SPDEs with singular drifts

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Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients

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Distribution dependent SDEs with singular coefficients

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Q3236483

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Q3259971

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Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations

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Large deviation principles of obstacle problems for quasilinear stochastic PDEs

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Well-posedness of distribution dependent SDEs with singular drifts

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Gradient estimates and exponential ergodicity for mean-field SDEs with jumps

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Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs

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Distribution dependent SDEs for Landau type equations

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A moderate deviation principle for 2-D stochastic Navier-Stokes equations

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On the small time asymptotics of diffusion processes on Hilbert spaces.

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Identifiers

zbMATH Open document ID

1515.60189

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Mathematics Subject Classification ID

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10.3934/DCDSS.2023015

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Sitelinks

Mathematics(1 entry)

mardi Publication:6107305

@@ Property / DOI @@
-.3934/dcdss.2023015
@@ Property / DOI: 10.3934/dcdss.2023015 / rank @@
-Normal rank
@@ Property / cites work @@
+Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts
+Normal rank
@@ Property / cites work @@
+Bismut formula for Lions derivative of distribution-path dependent SDEs
+Normal rank
@@ Property / cites work @@
+Existence of invariant probability measures for functional McKean-Vlasov SDEs
+Normal rank
@@ Property / cites work @@
+Limit theorems for additive functionals of path-dependent SDEs
+Normal rank
@@ Property / cites work @@
+From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE
+Normal rank
@@ Property / cites work @@
+The Vlasov dynamics and its fluctuations in the \(1/N\) limit of interacting classical particles
+Normal rank
@@ Property / cites work @@
+Q2772038
@@ Property / cites work: Q2772038 / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis and Approximation of Rare Events
@@ Property / cites work: Analysis and Approximation of Rare Events / rank @@
+Normal rank
@@ Property / cites work @@
+Moderate deviation principles for stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Large deviations for infinite dimensional stochastic dynamical systems
+Normal rank
@@ Property / cites work @@
+Variational representations for continuous time processes
+Normal rank
@@ Property / cites work @@
+Large deviation principles for 3D stochastic primitive equations
+Normal rank
@@ Property / cites work @@
+Freidlin-Wentzell LDP in path space for McKean-Vlasov equations and the functional iterated logarithm law
+Normal rank
@@ Property / cites work @@
+Large deviations and a Kramers' type law for self-stabilizing diffusions
+Normal rank
@@ Property / cites work @@
+Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations
+Normal rank
@@ Property / cites work @@
+Nonlinear Fokker-Planck equations for probability measures on path space and path-distribution dependent sdes
+Normal rank
@@ Property / cites work @@
+Well-posedness and regularity for distribution dependent SPDEs with singular drifts
+Normal rank
@@ Property / cites work @@
+Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients
+Normal rank
@@ Property / cites work @@
+Distribution dependent SDEs with singular coefficients
+Normal rank
@@ Property / cites work @@
+Q3236483
@@ Property / cites work: Q3236483 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3259971
@@ Property / cites work: Q3259971 / rank @@
+Normal rank
@@ Property / cites work @@
+Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations
+Normal rank
@@ Property / cites work @@
+Large deviation principles of obstacle problems for quasilinear stochastic PDEs
+Normal rank
@@ Property / cites work @@
+Well-posedness of distribution dependent SDEs with singular drifts
+Normal rank
@@ Property / cites work @@
+Gradient estimates and exponential ergodicity for mean-field SDEs with jumps
+Normal rank
@@ Property / cites work @@
+Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs
+Normal rank
@@ Property / cites work @@
+Distribution dependent SDEs for Landau type equations
+Normal rank
@@ Property / cites work @@
+A moderate deviation principle for 2-D stochastic Navier-Stokes equations
+Normal rank
@@ Property / cites work @@
+On the small time asymptotics of diffusion processes on Hilbert spaces.
+Normal rank
@@ Property / DOI @@
+.3934/DCDSS.2023015
@@ Property / DOI: 10.3934/DCDSS.2023015 / rank @@
+Normal rank