Nonlinear diffusion with jumps

MaRDI QIDQ1201368zbMATH OpenFDO

Authors Carl Graham

Publication date 17 January 1993

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_1992__28_3_393_0, https://eudml.org/doc/77439

zbMATH Keywords

couplinginteracting particle systemsMcKean-Vlasov diffusions with jumpsnonlinear martingale problemspropagation of chaos

Mathematics Subject Classification ID

Fixed-point theorems (47H10) Convergence of probability measures (60B10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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Cited in

(27)

• McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets
• Propagation of chaos for a fully connected loss network with alternate routing
• Fluctuations for a fully connected loss network with alternate routing
• Chaos hypothesis for a system interacting through shared resources
• Stochastic particle approximations for generalized Boltzmann models and convergence estimates
• Nonlinear martingale problems involving singular integrals
• A class of second-order McKean-Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps
• Existence of probability measure valued jump-diffusions in generalized Wasserstein spaces
• Propagation of chaos: a review of models, methods and applications. I: Models and methods
• Collective proposal distributions for nonlinear MCMC samplers: mean-field theory and fast implementation
• Household epidemic models and McKean-Vlasov Poisson driven stochastic differential equations
• Well-posedness of some non-linear stable driven SDEs
• Dynamic contagion in a banking system with births and defaults
• Interacting diffusions on random graphs with diverging average degrees: hydrodynamics and large deviations
• Existence of densities for jumping stochastic differential equations
• De Giorgi type results for equations with nonlocal lower-order terms
• Nonlinear diffusions and stable-like processes with coefficients depending on the median or var
• Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers' equations
• McKean-Vlasov limit for interacting systems with simultaneous jumps
• Path independence of the additive functionals for Mckean-Vlasov stochastic differential equations with jumps
• A Fourier-based Picard-iteration approach for a class of McKean-Vlasov SDEs with Lévy jumps
• Consensus-based optimization via jump-diffusion stochastic differential equations
• Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients
• Measure-dependent non-linear diffusions with superlinear drifts: asymptotic behaviour of the first exit-times
• Well-posedness and propagation of chaos for Lévy-driven McKean-Vlasov SDEs under Lipschitz assumption
• Noise-induced oscillations for the mean-field dissipative contact process
• Well-posedness and averaging principle for non-Gaussian McKean-Vlasov stochastic differential equations with locally Lipschitz coefficients

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