Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications (Q6959906)
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scientific article; zbMATH DE number 8063181
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| English | Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications |
scientific article; zbMATH DE number 8063181 |
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Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications (English)
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14 July 2025
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McKean-Vlasov stochastic differential equations
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interacting particle system
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constrained optimization
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constrained sampling
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mean-field Langevin dynamics
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consensus-based optimization
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reflected mean-field diffusion
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reflected stochastic differential equations
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propagation of chaos
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