Pages that link to "Item:Q843706"

The following pages link to Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type (Q843706):

Displaying 31 items.

• Mean-field SDEs with jumps and nonlocal integral-PDEs (Q282616) (← links)
• Conditional distributions, exchangeable particle systems, and stochastic partial differential equations (Q405502) (← links)
• Conservation of total vorticity for a 2D stochastic Navier-Stokes equation (Q666338) (← links)
• Rate control under heavy traffic with strategic servers (Q670732) (← links)
• Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction (Q670737) (← links)
• Fast mean-reversion asymptotics for large portfolios of stochastic volatility models (Q784739) (← links)
• A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon (Q888784) (← links)
• Risk-sensitive mean-field-type games with \(L^p\)-norm drifts (Q894364) (← links)
• Mean-field backward stochastic differential equations with subdifferential operator and its applications (Q900533) (← links)
• Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (Q1660313) (← links)
• Mean-field backward stochastic differential equations in general probability spaces (Q1663545) (← links)
• Particle representations for stochastic partial differential equations with boundary conditions (Q1663890) (← links)
• Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations (Q1722321) (← links)
• Stochastic PDEs on graphs as scaling limits of discrete interacting systems (Q2040098) (← links)
• Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients (Q2158226) (← links)
• Indefinite mean-field type linear-quadratic stochastic optimal control problems (Q2208589) (← links)
• An Itô formula for rough partial differential equations and some applications (Q2223717) (← links)
• Mean field interaction on random graphs with dynamically changing multi-color edges (Q2238889) (← links)
• Gradient estimates and exponential ergodicity for mean-field SDEs with jumps (Q2297321) (← links)
• Large deviations of mean-field stochastic differential equations with jumps (Q2339516) (← links)
• Modeling flocks and prices: jumping particles with an attractive interaction (Q2451105) (← links)
• ON THE HAHN–JORDAN DECOMPOSITION FOR SIGNED MEASURE VALUED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS (Q2888814) (← links)
• Itô and Stratonovich stochastic partial differential equations: Transition from microscopic to macroscopic equations (Q3533905) (← links)
• Systemic Risk and Default Clustering for Large Financial Systems (Q4560344) (← links)
• Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models (Q4607058) (← links)
• LARGE DEVIATIONS FOR FLOWS OF INTERACTING BROWNIAN MOTIONS (Q4932786) (← links)
• Regularity for distribution-dependent SDEs driven by jump processes (Q5038442) (← links)
• Insensitivity of the mean field limit of loss systems under SQ(<i>d</i>) routeing (Q5203975) (← links)
• Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
• Marginal dynamics of interacting diffusions on unimodular Galton-Watson trees (Q6070367) (← links)
• Hydrodynamic limit of a stochastic model of proliferating cells with chemotaxis (Q6106902) (← links)