McKean-Vlasov limit for interacting random processes in random media.

From MaRDI portal
Publication:1593449

DOI10.1007/BF02179656zbMath1081.60554OpenAlexW2099365847WikidataQ105583484 ScholiaQ105583484MaRDI QIDQ1593449

Paolo Dai Pra, W. Th. F. den Hollander

Publication date: 16 January 2001

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02179656




Related Items (67)

On the averaged dynamics of the random field Curie-Weiss model.Mean-field SDEs with jumps and nonlocal integral-PDEsMean-field backward stochastic differential equations: A limit approachPerturbative calculation of quasi-potential in non-equilibrium diffusions: a mean-field exampleHeterogeneous credit portfolios and the dynamics of the aggregate lossesThe enhanced Sanov theorem and propagation of chaosLarge deviations for finite state Markov jump processes with mean-field interaction via the comparison principle for an associated Hamilton-Jacobi equationSynchronization and spin-flop transitions for a mean-field XY model in random fieldStrategic interaction in trend-driven dynamicsConvergence to the equilibria for self-stabilizing processes in double-well landscapeEvolving communities with individual preferencesQuenched large deviations for interacting diffusions in random mediaStochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equationsDistributed synaptic weights in a LIF neural network and learning rulesLarge deviations and gradient flows for the Brownian one-dimensional hard-rod systemFrom fluctuating kinetics to fluctuating hydrodynamics: a \(\Gamma \)-convergence of large deviations functionals approachLinear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field TypeOn the near-viability property of controlled mean-field flowsTwo-community noisy Kuramoto modelCentral limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphsInteracting diffusions on sparse graphs: hydrodynamics from local weak limitsLarge deviations for interacting particle systems: joint mean-field and small-noise limitThe collective behaviors of self-excitation information diffusion processes for a large number of individualsBackward stochastic differential equations coupled with value function and related optimal control problemsOn the form of the large deviation rate function for the empirical measures of weakly interacting systemsThe inverse problem for the Kuramoto model of two nonlinear coupled oscillators driven by applications to solar activitySynchronization of phase oscillators on the hierarchical latticeSynchronization and random long time dynamics for mean-field plane rotatorsPath-space moderate deviation principles for the random field Curie-Weiss modelCoherence stability and effect of random natural frequencies in populations of coupled oscillatorsA note on dynamical models on random graphs and Fokker-Planck equationsDynamical aspects of mean field plane rotators and the Kuramoto modelMacroscopic limit of a bipartite Curie-Weiss model: a dynamical approachAlmost automorphic solutions for mean-field stochastic differential equations driven by fractional Brownian motionA simple mean field model for social interactions: dynamics, fluctuations, criticalityReflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEsMetastates in finite-type mean-field models: Visibility, invisibility, and random restoration of symmetryGradient flow structure for McKean-Vlasov equations on discrete spacesLarge time asymptotics for the fluctuation SPDE in the Kuramoto synchronization modelMean-field backward stochastic differential equations and related partial differential equationsFlux large deviations of weakly interacting jump processes via well-posedness of an associated Hamilton-Jacobi equationFully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton−Jacobi−Bellman equationsLarge portfolio losses: A dynamic contagion modelLarge deviations for randomly connected neural networks: I. Spatially extended systemsMean field limit for disordered diffusions with singular interactionsSynchronization of globally coupled phase oscillators: singularities and scaling for general couplingsMean field analysis of neural networks: a central limit theoremMean Field Analysis of Neural Networks: A Law of Large NumbersA law of large numbers and large deviations for interacting diffusions on Erdős–Rényi graphsRigorous mean-field limit and cross-diffusionAsymptotics of the Invariant Measure in Mean Field Models with JumpsNon-equilibrium thermodynamics and topology of currentsInteracting diffusions on random graphs with diverging average degrees: hydrodynamics and large deviationsUncertainty in phase-frequency synchronization of large populations of globally coupled nonlinear oscillatorsPropagation of chaos: a review of models, methods and applications. I: Models and methodsPropagation of chaos: a review of models, methods and applications. II: ApplicationsA Hamilton-Jacobi point of view on mean-field Gibbs-non-Gibbs transitionsA discrete-time mean-field stochastic linear-quadratic optimal control problem with financial applicationLarge deviations of mean-field stochastic differential equations with jumpsLarge Population Asymptotics for Interacting Diffusions in a Quenched Random EnvironmentProbabilistic Foundations of Spatial Mean-Field Models in Ecology and ApplicationsA class of non-ergodic probabilistic cellular automata with unique invariant measure and quasi-periodic orbitEXACT SOLUTIONS AND DYNAMICS OF GLOBALLY COUPLED OSCILLATORSOn the Vlasov Limit for Systems of Nonlinearly Coupled Oscillators without NoiseNoise, interaction, nonlinear dynamics and the origin of rhythmic behaviorsMean Field Limits of Particle-Based Stochastic Reaction-Diffusion ModelsLarge deviations for interacting diffusions with path-dependent McKean-Vlasov limit



Cites Work


This page was built for publication: McKean-Vlasov limit for interacting random processes in random media.