Pages that link to "Item:Q2041807"

The following pages link to Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations (Q2041807):

Displaying 20 items.

• Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process (Q2073216) (← links)
• Optimal strong convergence rate for a class of McKean-Vlasov SDEs with fast oscillating perturbation (Q2081778) (← links)
• Large deviations for interacting multiscale particle systems (Q2105066) (← links)
• Quantified overdamped limit for kinetic Vlasov-Fokker-Planck equations with singular interaction forces (Q2143961) (← links)
• Orders of strong and weak averaging principle for multi-scale SPDEs driven by \(\alpha \)-stable process (Q2683720) (← links)
• Strong convergence rate for slow-fast stochastic differential equations with Markovian switching (Q2697311) (← links)
• Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems (Q5039273) (← links)
• Rate of homogenization for fully-coupled McKean–Vlasov SDEs (Q6038470) (← links)
• Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems (Q6041820) (← links)
• Strong averaging principle for a class of slow-fast singular SPDEs driven by \(\alpha\)-stable process (Q6058429) (← links)
• A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations (Q6071185) (← links)
• Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs (Q6095835) (← links)
• Functional law of large numbers and central limit theorem for slow-fast McKean-Vlasov equations (Q6107303) (← links)
• On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions (Q6111021) (← links)
• A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion (Q6166345) (← links)
• Poisson Equation on Wasserstein Space and Diffusion Approximations for Multiscale McKean–Vlasov Equation (Q6195350) (← links)
• Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations (Q6196292) (← links)
• Strong and weak convergence for the averaging principle of DDSDE with singular drift (Q6201866) (← links)
• Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions (Q6489339) (← links)
• Averaging Principle for Two Time-Scales Stochastic Partial Differential Equations with Reflection (Q6496376) (← links)