Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical <i>α</i>-stable process (Q6176585): Difference between revisions

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scientific article; zbMATH DE number 7717087

Language	Label	Description	Also known as
English	Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical <i>α</i>-stable process	scientific article; zbMATH DE number 7717087

Statements

instance of

scholarly article

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title

Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical <i>α</i>-stable process (English)

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Stochastic Analysis and Applications

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publication date

25 July 2023

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full work available at URL

https://arxiv.org/abs/2106.05561

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zbMATH Keywords

averaging principle

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multiscale

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McKean-Vlasov

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cylindrical \(\alpha\)-stable process

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MaRDI profile type

MaRDI publication profile

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cites work

A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS

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Distribution dependent SDEs with singular coefficients

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Distribution-dependent SDEs with Hölder continuous drift and \(\alpha\)-stable noise

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Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations

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Well-posedness of distribution dependent SDEs with singular drifts

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Distribution dependent SDEs for Landau type equations

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A semilinear McKean-Vlasov stochastic evolution equation in Hilbert space

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On Yosida Approximations of McKean–Vlasov Type Stochastic Evolution Equations

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

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Donsker-Varadhan large deviations for path-distribution dependent SPDEs

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Bismut formula for Lions derivative of distribution-path dependent SDEs

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

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Bismut formula for Lions derivative of distribution dependent SDEs and applications

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

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Q5529796

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Q5639096

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Averaging principle for a class of stochastic reaction-diffusion equations

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Strong and weak orders in averaging for SPDEs

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A Khasminskii type averaging principle for stochastic reaction-diffusion equations

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Averaging principle for one dimensional stochastic Burgers equation

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

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Averaging principle for the higher order nonlinear Schrödinger equation with a random fast oscillation

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Averaging principle for stochastic Korteweg-de Vries equation

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Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems

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Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients

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Multiscale Methods

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Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations

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Diffusion approximation for fully coupled stochastic differential equations

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ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS

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Average and deviation for slow-fast stochastic partial differential equations

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Strong averaging principle for slow-fast SPDEs with Poisson random measures

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

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Averaging principle for slow-fast stochastic Burgers equation driven by \(\alpha \)-stable process

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Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process

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Averaging principle for stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable process

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

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Structural properties of semilinear SPDEs driven by cylindrical stable processes

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Exponential ergodicity and regularity for equations with Lévy noise

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Identifiers

zbMATH Open document ID

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10.1080/07362994.2022.2071739

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6176585

@@ Property / cites work @@
+A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
+Normal rank
@@ Property / cites work @@
+Distribution dependent SDEs with singular coefficients
+Normal rank
@@ Property / cites work @@
+Distribution-dependent SDEs with Hölder continuous drift and \(\alpha\)-stable noise
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations
+Normal rank
@@ Property / cites work @@
+Well-posedness of distribution dependent SDEs with singular drifts
+Normal rank
@@ Property / cites work @@
+Distribution dependent SDEs for Landau type equations
+Normal rank
@@ Property / cites work @@
+A semilinear McKean-Vlasov stochastic evolution equation in Hilbert space
+Normal rank
@@ Property / cites work @@
+On Yosida Approximations of McKean–Vlasov Type Stochastic Evolution Equations
+Normal rank
@@ Property / cites work @@
+Well-posedness and regularity for distribution dependent SPDEs with singular drifts
+Normal rank
@@ Property / cites work @@
+Donsker-Varadhan large deviations for path-distribution dependent SPDEs
+Normal rank
@@ Property / cites work @@
+Bismut formula for Lions derivative of distribution-path dependent SDEs
+Normal rank
@@ Property / cites work @@
+Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise
+Normal rank
@@ Property / cites work @@
+Bismut formula for Lions derivative of distribution dependent SDEs and applications
+Normal rank
@@ Property / cites work @@
+Gradient estimates and exponential ergodicity for mean-field SDEs with jumps
+Normal rank
@@ Property / cites work @@
+Q5529796
@@ Property / cites work: Q5529796 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5639096
@@ Property / cites work: Q5639096 / rank @@
+Normal rank
@@ Property / cites work @@
+Averaging principle for a class of stochastic reaction-diffusion equations
+Normal rank
@@ Property / cites work @@
+Strong and weak orders in averaging for SPDEs
@@ Property / cites work: Strong and weak orders in averaging for SPDEs / rank @@
+Normal rank
@@ Property / cites work @@
+A Khasminskii type averaging principle for stochastic reaction-diffusion equations
+Normal rank
@@ Property / cites work @@
+Averaging principle for one dimensional stochastic Burgers equation
+Normal rank
@@ Property / cites work @@
+Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales
+Normal rank
@@ Property / cites work @@
+Averaging principle for the higher order nonlinear Schrödinger equation with a random fast oscillation
+Normal rank
@@ Property / cites work @@
+Averaging principle for stochastic Korteweg-de Vries equation
+Normal rank
@@ Property / cites work @@
+Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
+Normal rank
@@ Property / cites work @@
+Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Multiscale Methods
@@ Property / cites work: Multiscale Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Diffusion approximation for fully coupled stochastic differential equations
+Normal rank
@@ Property / cites work @@
+ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
+Normal rank
@@ Property / cites work @@
+Average and deviation for slow-fast stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Strong averaging principle for slow-fast SPDEs with Poisson random measures
+Normal rank
@@ Property / cites work @@
+Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
+Normal rank
@@ Property / cites work @@
+Averaging principle for slow-fast stochastic Burgers equation driven by \(\alpha \)-stable process
+Normal rank
@@ Property / cites work @@
+Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process
+Normal rank
@@ Property / cites work @@
+Averaging principle for stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable process
+Normal rank
@@ Property / cites work @@
+Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Structural properties of semilinear SPDEs driven by cylindrical stable processes
+Normal rank
@@ Property / cites work @@
+Exponential ergodicity and regularity for equations with Lévy noise
+Normal rank