scientific article
From MaRDI portal
Publication:3358031
zbMath0732.60114MaRDI QIDQ3358031
Publication date: 1991
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Brownian motionnonlinear processesnonlinear partial differential equationsinteracting particle systemspropagation of chaos
Related Items (only showing first 100 items - show all)
Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes ⋮ Particle approximation of the doubly parabolic Keller-Segel equation in the plane ⋮ Quantitative propagation of chaos for mean field Markov decision process with common noise ⋮ Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations ⋮ The stochastic flocking model with far-field degenerate communication ⋮ On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions ⋮ Online parameter estimation for the McKean-Vlasov stochastic differential equation ⋮ Parameter estimation of discretely observed interacting particle systems ⋮ Weak solutions of McKean-Vlasov SDEs with supercritical drifts ⋮ Recent progress on limit theorems for large stochastic particle systems ⋮ Sanov-type large deviations and conditional limit theorems for high-dimensional Orlicz balls ⋮ An adaptive consensus based method for multi-objective optimization with uniform Pareto front approximation ⋮ Propagation of chaos for stochastic particle systems with singular mean-field interaction of \(L^q - L^p\) type ⋮ Nonparametric adaptive estimation for interacting particle systems ⋮ Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations ⋮ On mean-field control problems for backward doubly stochastic systems ⋮ Singular kinetic equations and applications ⋮ Rate of convergence in the Smoluchowski-Kramers approximation for mean-field stochastic differential equations ⋮ One-dimensional McKean-Vlasov stochastic Volterra equations with Hölder diffusion coefficients ⋮ On systems of particles in singular repulsive interaction in dimension one: log and Riesz gas ⋮ Phase transitions, logarithmic Sobolev inequalities, and uniform-in-time propagation of chaos for weakly interacting diffusions ⋮ On the near-viability property of controlled mean-field flows ⋮ Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension ⋮ Chaos for rescaled measures on Kac's sphere ⋮ Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models ⋮ Derivative formula for singular McKean-Vlasov SDEs ⋮ On a class of McKean-Vlasov stochastic functional differential equations with applications ⋮ On the global convergence of particle swarm optimization methods ⋮ Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions ⋮ An implementation of Hasselmann’s paradigm for stochastic climate modelling based on stochastic Lie transport * ⋮ Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem ⋮ Propagation of chaos for weakly interacting mild solutions to stochastic partial differential equations ⋮ Entropy dissipation and propagation of chaos for the uniform reshuffling model ⋮ Exponential ergodicity and propagation of chaos for path-distribution dependent stochastic Hamiltonian system ⋮ Central limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs ⋮ Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering ⋮ Explicit decay rate for the Gini index in the repeated averaging model ⋮ Graphon mean field systems ⋮ A stochastic approach to the Cauchy-Neumann problem for systems of nonlinear parabolic equations ⋮ Wasserstein contraction and Poincaré inequalities for elliptic diffusions with high diffusivity ⋮ Sequential propagation of chaos for mean-field BSDE systems ⋮ Identifiability of interaction kernels in mean-field equations of interacting particles ⋮ Large deviations for a binary collision model: energy evaporation ⋮ Existence, stability and regularity of periodic solutions for nonlinear Fokker-Planck equations ⋮ Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations ⋮ Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks ⋮ Conditional McKean-Vlasov SDEs with jumps and Markovian regime-switching: wellposedness, propagation of chaos, averaging principle ⋮ Weakly interacting oscillators on dense random graphs ⋮ Selected topics in mean field games ⋮ The Kac model: variations on a theme ⋮ Strong and weak convergence for the averaging principle of DDSDE with singular drift ⋮ Sharp asymptotic estimates for expectations, probabilities, and mean first passage times in stochastic systems with small noise ⋮ Laplace principle for large population games with control interaction ⋮ Unnamed Item ⋮ Large \(N\) limit of the \(O(N)\) linear sigma model via stochastic quantization ⋮ Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval ⋮ A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations ⋮ Probabilistic characteristics method for a one-dimensional inviscid scalar conservation law ⋮ Distribution dependent SDEs driven by additive continuous noise ⋮ Extended mean field control problem: a propagation of chaos result ⋮ A trajectorial proof of the vortex method for the two-dimensional Navier-Stokes equation. ⋮ A note on Fokker-Planck equations and graphons ⋮ Lagrangian, Eulerian and Kantorovich formulations of multi-agent optimal control problems: equivalence and gamma-convergence ⋮ Probabilistic approximation for a porous medium equation. ⋮ On the mean field limit for Cucker-Smale models ⋮ Optimal scaling of MaLa for nonlinear regression. ⋮ McKean-Vlasov optimal control: the dynamic programming principle ⋮ Interacting Hawkes processes with multiplicative inhibition ⋮ A deterministic verification strategy for electrostatic particle-in-cell algorithms in arbitrary spatial dimensions using the method of manufactured solutions ⋮ Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients ⋮ Household epidemic models and McKean-Vlasov Poisson driven stochastic differential equations ⋮ Statistical deconvolution of the free Fokker-Planck equation at fixed time ⋮ Mean-field limit of age and leaky memory dependent Hawkes processes ⋮ Continuum and thermodynamic limits for a simple random-exchange model ⋮ Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness ⋮ Kac's process with hard potentials and a moderate angular singularity ⋮ A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations ⋮ Quantified overdamped limit for kinetic Vlasov-Fokker-Planck equations with singular interaction forces ⋮ Backward propagation of chaos ⋮ Branching processes, trees and the Boltzmann equation ⋮ Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations ⋮ Couplings for Andersen dynamics ⋮ Distribution dependent SDEs driven by fractional Brownian motions ⋮ Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients ⋮ White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps ⋮ A semilinear McKean-Vlasov stochastic evolution equation in Hilbert space ⋮ Maximum principle for discrete-time stochastic control problem of mean-field type ⋮ Learning mean-field equations from particle data using WSINDy ⋮ Multivariate Hawkes processes on inhomogeneous random graphs ⋮ Stochastic maximum principle in the mean-field controls ⋮ Probabilistic representation for solutions of an irregular porous media type equation ⋮ Stochastic vortex method for forced three-dimensional Navier-Stokes equations and pathwise convergence rate ⋮ A Hilbertian approach for fluctuations on the McKean-Vlasov model ⋮ Directed chain stochastic differential equations ⋮ Mean-field limit of a particle approximation of the one-dimensional parabolic-parabolic Keller-Segel model without smoothing ⋮ Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs ⋮ Exponential convergence in entropy and Wasserstein for McKean-Vlasov SDEs ⋮ Analysis of a two-layer neural network via displacement convexity ⋮ Weakly interacting particle systems on inhomogeneous random graphs ⋮ Distribution dependent SDEs with singular coefficients
This page was built for publication: