Nonlinear graphon mean-field systems

DOI10.1016/J.SPA.2025.104728MaRDI QIDQ6910614zbMATH OpenFDO

Authors Fabio Coppini, Anna De Crescenzo, Huyên Pham

Publication date 29 October 2025

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2025.104728

zbMATH Keywords

Fubini extensiongraphonspropagation of chaosweakly interacting particle systems

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Cites work

• A Label-State Formulation of Stochastic Graphon Games and Approximate Equilibria on Large Networks
• A law of large numbers and large deviations for interacting diffusions on Erdős-Rényi graphs
• A martingale approach to the law of large numbers for weakly interacting stochastic processes
• A note on dynamical models on random graphs and Fokker-Planck equations
• A note on Fokker-Planck equations and graphons
• Calcul stochastique d�pendant d'un param�tre
• Central limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs
• Concentration of measure for graphon particle system
• Graphon games: a statistical framework for network games and interventions
• Graphon mean field games and their equations
• Graphon mean field systems
• scientific article; zbMATH DE number 4211245 (Why is no real title available?)
• Interacting diffusions on random graphs with diverging average degrees: hydrodynamics and large deviations
• Interacting diffusions on sparse graphs: hydrodynamics from local weak limits
• Large networks and graph limits
• Limits of dense graph sequences
• Local-density dependent Markov processes on graphons with epidemiological applications
• Long time dynamics for interacting oscillators on graphs
• Long-term stability of interacting Hawkes processes on random graphs
• Mean field games: A toy model on an Erdös-Renyi graph.
• Mean field limit for disordered diffusions with singular interactions
• On the McKean-Vlasov Limit for Interacting Diffusions
• On the rate of convergence in Wasserstein distance of the empirical measure
• Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension
• Optimal Transport
• Pathwise McKean-Vlasov theory with additive noise
• Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games
• Propagation of chaos of forward-backward stochastic differential equations with graphon interactions
• Quenched asymptotics for interacting diffusions on inhomogeneous random graphs
• Stationarity and uniform in time convergence for the graphon particle system
• Stochastic differential equations. An introduction with applications
• Stochastic graphon games. II: The linear-quadratic case
• The continuum limit of the Kuramoto model on sparse random graphs
• The exact law of large numbers via Fubini extension and characterization of insurable risks
• The mean field analysis of the Kuramoto model on graphs. I: The mean field equation and transition point formulas
• The nonlinear heat equation on \(W\)-random graphs
• The Vlasov dynamics and its fluctuations in the \(1/N\) limit of interacting classical particles
• Vlasov equations on digraph measures
• Weakly interacting oscillators on dense random graphs
• Weakly interacting particle systems on inhomogeneous random graphs

Cited in

(5)

• Mean-field control of non exchangeable systems
• Linear-quadratic optimal control for non-exchangeable mean-field SDEs and applications to systemic risk
• Stochastic graphon games with jumps and approximate Nash equilibria
• Long range games
• Inverse graph limit problem of the graphon multi-agent systems

This page was built for publication: Nonlinear graphon mean-field systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6910614)