Large deviations for interacting multiscale particle systems
From MaRDI portal
Publication:2105066
Recommendations
- Large deviations of mean-field interacting particle systems in a fast varying environment
- scientific article; zbMATH DE number 1405914
- Multilevel large deviations and interacting diffusions
- Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions
- Large deviations for multiscale diffusion via weak convergence methods
Cites work
- scientific article; zbMATH DE number 3951715 (Why is no real title available?)
- scientific article; zbMATH DE number 49698 (Why is no real title available?)
- scientific article; zbMATH DE number 3627589 (Why is no real title available?)
- scientific article; zbMATH DE number 1153603 (Why is no real title available?)
- scientific article; zbMATH DE number 1517499 (Why is no real title available?)
- scientific article; zbMATH DE number 2152346 (Why is no real title available?)
- scientific article; zbMATH DE number 5245629 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A Taylor expansion of the square root matrix function
- A comparison of homogenization and large deviations, with applications to wavefront propagation
- A non-Maxwellian steady distribution for one-dimensional granular media
- A pseudo-Markov property for controlled diffusion processes
- An applied mathematics perspective on stochastic modelling for climate
- Averaging of singularly perturbed controlled stochastic differential equations
- Consensus convergence with stochastic effects
- Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions
- Escaping from an attractor: Importance sampling and rest points. I.
- Fluctuation analysis and short time asymptotics for multiple scales diffusion processes
- From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE
- From the master equation to mean field game limit theory: large deviations and concentration of measure
- Heterophilious dynamics enhances consensus
- Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics
- Large deviation properties of weakly interacting processes via weak convergence methods
- Large deviations and importance sampling for systems of slow-fast motion
- Large deviations for a mean field model of systemic risk
- Large deviations for diffusion processes with homogenization and applications
- Large deviations for multiscale diffusion via weak convergence methods
- Large deviations for stochastic processes.
- Large deviations for two scaled diffusions
- Large deviations from the mckean-vlasov limit for weakly interacting diffusions
- Large deviations, free energy functional and quasi-potential for a mean field model of interacting diffusions
- Limit theory for controlled McKean-Vlasov dynamics
- McKean-Vlasov optimal control: the dynamic programming principle
- Mean field games via controlled martingale problems: existence of Markovian equilibria
- Mean field games with common noise
- Mean field limits of particle-based stochastic reaction-diffusion models
- Mimicking an Itō process by a solution of a stochastic differential equation
- Mimicking the one-dimensional marginal distributions of processes having an Ito differential
- Moderate deviations for systems of slow-fast diffusions
- Multiscale Methods
- Multiscale Singularly Perturbed Control Systems: Limit Occupational Measures Sets and Averaging
- On Poisson equation and diffusion approximation. II.
- On large deviations for SDEs with small diffusion and averaging.
- On large deviations in the averaging principle for SDEs with a ``full dependence
- On the Poisson equation and diffusion approximation. I
- On the connection between symmetric \(N\)-player games and mean field games
- On the diffusive-mean field limit for weakly interacting diffusions exhibiting phase transitions
- On the form of the large deviation rate function for the empirical measures of weakly interacting systems
- On the uniqueness of solutions of stochastic differential equations
- Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games
- Quenched large deviations for multiscale diffusion processes in random environments
- Random Perturbations of Dynamical Systems
- Scaling limits and exit law for multiscale diffusions
- Short-maturity asymptotics for a fast mean-reverting Heston stochastic volatility model
- Small-time asymptotics for fast mean-reverting stochastic volatility models
- Stochastic differential equations. An introduction with applications.
- Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations
- Transition from Gaussian to non-Gaussian fluctuations for mean-field diffusions in spatial interaction
- Weak convergence methods and singularly perturbed stochastic control and filtering problems
Cited in
(26)- scientific article; zbMATH DE number 6492985 (Why is no real title available?)
- scientific article; zbMATH DE number 1405914 (Why is no real title available?)
- Importance sampling for the empirical measure of weakly interacting diffusions
- Moderate deviations for fully coupled multiscale weakly interacting particle systems
- Large deviations and stationary measures for interacting particle systems
- Large deviations for systems of noninteracting recurrent particles
- Rate of homogenization for fully-coupled McKean–Vlasov SDEs
- Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems
- Asymptotic behavior of stochastic currents under large deviation scaling with mean field interaction and vanishing noise
- Large Deviations of the Empirical Current in Interacting Particle Systems
- Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs
- scientific article; zbMATH DE number 32893 (Why is no real title available?)
- Quenched large deviations for multiscale diffusion processes in random environments
- Interacting particle systems at the edge of multilevel Dyson Brownian motions
- Poisson Equation on Wasserstein Space and Diffusion Approximations for Multiscale McKean–Vlasov Equation
- Large deviations of mean-field interacting particle systems in a fast varying environment
- Ergodic theory of multi-layer interacting particle systems
- Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs
- Large deviations for interacting multiscale particle systems
- Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions
- Large deviations for interacting particle systems: joint mean-field and small-noise limit
- Quenched large deviations for interacting diffusions in random media
- Functional law of large numbers and central limit theorem for slow-fast McKean-Vlasov equations
- Large Deviations Techniques for Long-Range Interactions
- Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions
- Large deviations and optimal control forces for hard particles in one dimension
This page was built for publication: Large deviations for interacting multiscale particle systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2105066)