scientific article; zbMATH DE number 4015842
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Publication:3028015
zbMATH Open0625.60062MaRDI QIDQ3028015FDOQ3028015
Authors: Michael Scheutzow 
Publication date: 1987
Title of this publication is not available (Why is that?)
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Higher-order parabolic equations (35K25) Initial value problems for linear higher-order PDEs (35G10)
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- Multilevel large deviations and interacting diffusions
- Convergence in Monge-Wasserstein distance of mean field systems with locally Lipschitz coefficients
- The locally homeomorphic property of McKean-Vlasov SDEs under the global Lipschitz condition
- Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space
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- Linearization and a superposition principle for deterministic and stochastic nonlinear Fokker-Planck-Kolmogorov equations
- Clarification and complement to ``Mean-field description and propagation of chaos in networks of Hodgkin-Huxley and Fitzhugh-Nagumo neurons
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- The mean-field linear quadratic optimal control problem for stochastic systems controlled by impulses
- Erratum to: ``Propagation of chaos in neural fields
- McKean-Vlasov SDE and SPDE with locally monotone coefficients
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- Stability of McKean-Vlasov stochastic differential equations and applications
- Stability and prevalence of Mckean-Vlasov stochastic differential equations with non-Lipschitz coefficients
- Flow selections for (nonlinear) Fokker-Planck-Kolmogorov equations
- Uniqueness and semigroup for the Vlasov equation with elastic-diffusive reflexion boundary conditions.
- Mean-field linear-quadratic stochastic differential games in an infinite horizon
- Strong solutions to McKean-Vlasov SDEs with coefficients of Nemytskii-type
- McKean–Vlasov limit for interacting systems with simultaneous jumps
- Weak solutions to Vlasov-McKean equations under Lyapunov-type conditions
- On pathwise uniqueness of solutions for multidimensional McKean-Vlasov equation
- Well-posedness and propagation of chaos for McKean-Vlasov equations with jumps and locally Lipschitz coefficients
- Stochastic nonlinear Fokker-Planck equations
- From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE
- A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon
- McKean-Vlasov SDEs under measure dependent Lyapunov conditions
- Linear-quadratic mean field stochastic zero-sum differential games
- On uniqueness of solutions to nonlinear Fokker-Planck-Kolmogorov equations
- Distribution dependent SDEs driven by additive continuous noise
- Analysis of the ensemble Kalman-Bucy filter for correlated observation noise
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