The Fleming-Viot process with McKean-Vlasov dynamics
DOI10.1214/22-EJP820zbMath1498.60392arXiv2011.11689MaRDI QIDQ2082708
Publication date: 4 October 2022
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.11689
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear parabolic equations (35K55) Interacting particle systems in time-dependent statistical mechanics (82C22) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Fokker-Planck equations (35Q84)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Interacting particle systems and Yaglom limit approximation of diffusions with unbounded drift
- Immortal particle for a catalytic branching process
- Non-extinction of a Fleming-Viot particle model
- Proofs of the martingale FCLT
- Stopping times and tightness
- The distribution of the spine of a Fleming-Viot type process
- \(N\)-player games and mean-field games with absorption
- Diffusion processes and their sample paths.
- Quasi-stationary distributions and population processes
- Weak solutions to Fokker-Planck equations and mean field games
- A McKean-Vlasov equation with positive feedback and blow-ups
- Quasi stationary distributions and Fleming-Viot processes in countable spaces
- Ergodic properties of multidimensional Brownian motion with rebirth
- Nonlinear Fokker-Planck equations. Fundamentals and applications.
- Hydrodynamic limit for a Fleming-Viot type system.
- Exponential convergence to quasi-stationary distribution and \(Q\)-process
- Random Measures, Theory and Applications
- The multitype measure branching process
- Transient behavior of regulated Brownian motion, I: Starting at the origin
- Configurational transition in a Fleming - Viot-type model and probabilistic interpretation of Laplacian eigenfunctions
- On Choosing and Bounding Probability Metrics
- The density evolution of the killed McKean–Vlasov process
- Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution
- General approximation method for the distribution of Markov processes conditioned not to be killed
- Uniform convergence of conditional distributions for absorbed one-dimensional diffusions
- A Fleming-Viot particle representation of the Dirichlet Laplacian
This page was built for publication: The Fleming-Viot process with McKean-Vlasov dynamics