Strong and weak convergence for the averaging principle of DDSDE with singular drift (Q6201866): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.3150/23-bej1646 / rank
Normal rank
 
Property / Wikidata QID
 
Property / Wikidata QID: Q128832056 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusion approximation for slow motion in fully coupled averaging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic Representation for Solutions to Nonlinear Fokker--Planck Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: the degenerate case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5529796 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic Analysis of Mean-Field Games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long-time behaviour and phase transitions for the McKean-Vlasov equation on the torus / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Khasminskii type averaging principle for stochastic reaction-diffusion equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Averaging principle for a class of stochastic reaction-diffusion equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Second Bogolyubov Theorem and Global Averaging Principle for SPDEs with Monotone Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimates and regularity results for the DiPerna-Lions flow / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5400824 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random Perturbations of Dynamical Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Averaging dynamics driven by fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: McKean-Vlasov SDEs under measure dependent Lyapunov conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Euler scheme for density dependent stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5639096 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3526703 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Non-Linear Mechanics. (AM-11) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong solutions of stochastic equations with singular time dependent drift / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a strong form of propagation of chaos for McKean-Vlasov equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: An averaging principle for stochastic evolution equations. II. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Averaging principle for fast-slow system driven by mixed fractional Brownian rough path / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Well-posedness of distribution dependent SDEs with singular drifts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Averaging methods in nonlinear dynamical systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A STOCHASTIC GRONWALL LEMMA / rank
 
Normal rank
Property / cites work
 
Property / cites work: Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3358031 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On large deviations in the averaging principle for SDEs with a ``full dependence'' / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distribution dependent SDEs for Landau type equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Average and deviation for slow-fast stochastic partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(L^q(L^p)\)-theory of stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Volterra equations in Banach spaces and stochastic partial differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Singular Brownian diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.3150/23-BEJ1646 / rank
 
Normal rank

Latest revision as of 19:24, 30 December 2024

scientific article; zbMATH DE number 7824115
Language Label Description Also known as
English
Strong and weak convergence for the averaging principle of DDSDE with singular drift
scientific article; zbMATH DE number 7824115

    Statements

    Strong and weak convergence for the averaging principle of DDSDE with singular drift (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    26 March 2024
    0 references
    averaging principle
    0 references
    distribution dependent SDE
    0 references
    heat kernel
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references