Particle representations for a class of nonlinear SPDEs
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Publication:1613628
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Cited in
(87)- An explicit Milstein-type scheme for interacting particle systems and McKean-Vlasov SDEs with common noise and non-differentiable drift coefficients
- Hegselmann-Krause model with environmental noise
- Coupling by change of measure for conditional McKean-Vlasov SDEs and applications
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- Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise
- Well-posedness of the Dean-Kawasaki and the nonlinear Dawson-Watanabe equation with correlated noise
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- Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering
- Marginal dynamics of interacting diffusions on unimodular Galton-Watson trees
- Numerical solution for a class of SPDEs over bounded domains
- CONDITIONAL ENTRANCE LAWS FOR SUPERPROCESSES WITH DEPENDENT SPATIAL MOTION
- Stochastic PDEs for large portfolios with general mean-reverting volatility processes
- Decomposing the growth of top wealth shares
- Large population games with interactions through controls and common noise: convergence results and equivalence between open-loop and closed-loop controls
- Convergence of weighted empirical measures
- On the differential equation satisfied by the random measure density of a jump-type Fleming–Viot process
- Looking forwards and backwards: dynamics and genealogies of locally regulated populations
- Numerical study of the reaction diffusion prey-predator model having Holling II increasing function in the predator under noisy environment
- On signed measure valued solutions of stochastic evolution equations
- An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line
- Stochastic maximum principle for weighted mean-field system
- On the Hahn-Jordan decomposition for signed measure valued stochastic partial differential equations
- Poisson representations of branching Markov and measure-valued branching processes
- Stochastic nonlinear Fokker-Planck equations
- On the anticipative nonlinear filtering problem and its stability
- Moderate deviation principles for weakly interacting particle systems
- Stochastic flows and signed measure valued stochastic partial differential equations
- A branching particle system approximation for a class of FBSDEs
- Stochastic PDEs on graphs as scaling limits of discrete interacting systems
- Convergence in Monge-Wasserstein distance of mean field systems with locally Lipschitz coefficients
- Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions
- Some fluctuation results for weakly interacting multi-type particle systems
- Weak existence and uniqueness for McKean-Vlasov SDEs with common noise
- Nonlinear filtering of partially observed systems arising in singular stochastic optimal control
- Rough nonlocal diffusions
- Porous media equations with nonlinear gradient noise and Dirichlet boundary conditions
- Convergence of a branching and interacting particle system to the solution of a nonlinear stochastic PDE
- Weakly interacting particle systems on inhomogeneous random graphs
- Pathwise McKean-Vlasov theory with additive noise
- Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type
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- Probability measure-valued polynomial diffusions
- Consensus convergence with stochastic effects
- Exact rates of convergence for a branching particle approximation to the solution of the Zakai equation
- On mean field games with common noise and McKean-Vlasov SPDEs
- Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion
- Regularity and Sensitivity for McKean-Vlasov Type SPDEs Generated by Stable-like Processes
- Super-Brownian motion as the unique strong solution to an SPDE
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- Controlled stochastic partial differential equations for rabbits on a grassland
- Conditional distributions, exchangeable particle systems, and stochastic partial differential equations
- Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control
- Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems
- Sharp regularity near an absorbing boundary for solutions to second order SPDEs in a half-line with constant coefficients
- Integration of Brownian vector fields.
- Moderate deviation principle for a class of stochastic partial differential equations
- On mean field systems with multi-classes
- Stochastic evolution equations for large portfolios of stochastic volatility models
- Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics
- Master equation for finite state mean field games with additive common noise
- Particle representations for stochastic partial differential equations with boundary conditions
- Approximate McKean-Vlasov representations for a class of SPDEs
- A Fourier-based Picard-iteration approach for a class of McKean-Vlasov SDEs with Lévy jumps
- A stochastic evolution equation arising from the fluctuations of a class of interacting particle systems
- Superposition and mimicking theorems for conditional McKean-Vlasov equations
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix
- Joint continuity of the solutions to a class of nonlinear SPDEs
- Mean-square stability and error analysis of implicit time-stepping schemes for linear parabolic SPDEs with multiplicative Wiener noise in the first derivative
- Fractional McKean-Vlasov and Hamilton-Jacobi-Bellman-Isaacs equations
- Mean field limits for interacting Hawkes processes in a diffusive regime
- On laws of large numbers for systems with mean-field interactions and Markovian switching
- Conditional propagation of chaos in a spatial stochastic epidemic model with common noise
- scientific article; zbMATH DE number 1583966 (Why is no real title available?)
- New particle representations for ergodic McKean-Vlasov SDEs
- Mean field interaction on random graphs with dynamically changing multi-color edges
- A CLASS OF NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS(SDES) WITH JUMPS DERIVED BY PARTICLE REPRESENTATIONS
- A QUASI-LINEAR STOCHASTIC FOKKER–PLANCK EQUATION IN σ-FINITE MEASURES
- A stochastic partial differential equation model for the pricing of mortgage-backed securities
- Convergence rates for residual branching particle filters
- A branching particle approximation to a filtering micromovement model of asset price
- Centralized systemic risk control in the interbank system: weak formulation and gamma-convergence
- Existence of probability measure valued jump-diffusions in generalized Wasserstein spaces
- Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE
- Conditional log-Laplace functionals of immigration superprocesses with dependent spatial mo\-tion
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