On the long-time behaviour of McKean-Vlasov paths
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Publication:2201529
DOI10.1214/20-ECP330zbMath1448.35040arXiv2001.09106OpenAlexW3099133045MaRDI QIDQ2201529
Publication date: 29 September 2020
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.09106
Stationary stochastic processes (60G10) Variational inequalities (49J40) Asymptotic behavior of solutions to PDEs (35B40) Nonlinear parabolic equations (35K55) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items (2)
Online parameter estimation for the McKean-Vlasov stochastic differential equation ⋮ Metastability in a continuous mean-field model at low temperature and strong interaction
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