Stochastic McKean-Vlasov equations
From MaRDI portal
Publication:1892160
DOI10.1007/BF01295311zbMath0830.60091WikidataQ56689518 ScholiaQ56689518MaRDI QIDQ1892160
Donald A. Dawson, Jean Vaillancourt
Publication date: 5 July 1995
Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)
60K35: Interacting random processes; statistical mechanics type models; percolation theory
60G20: Generalized stochastic processes
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
Related Items
GENERALIZED MEHLER SEMIGROUPS AND ORNSTEIN–UHLENBECK PROCESSES ARISING FROM SUPERPROCESSES OVER THE REAL LINE, Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type, Superprocesses arising from interactive stochastic flows, Stochastic flows of mappings, Particle representations for a class of nonlinear SPDEs, A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Propagation of chaos and the McKean-Vlasov equation in duals of nuclear spaces
- McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets
- Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
- On the uniqueness of solutions of stochastic differential equations
- Identities and inequalities concerning orthogonal polynomials and Bessel functions
- Methode de laplace: etude variationnelle des fluctuations de diffusions de type
- Evolution of interacting particles in a brownian medium
- Large deviations, free energy functional and quasi-potential for a mean field model of interacting diffusions
- On the existence of random mckean–vlasov limits for triangular arrays of exchangeable diffusions
- On the McKean-Vlasov Limit for Interacting Diffusions
- A generalized formula of Ito and some other properties of stochastic flows
- The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space
- Existence, uniqueness and smoothnessfor a class of function valued stochastic partial differential equations
- Large deviations from the mckean-vlasov limit for weakly interacting diffusions
- Stochastic evolution equations