scientific article; zbMATH DE number 3121490
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Publication:3236483
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(only showing first 100 items - show all)- Reaching the best possible rate of convergence to equilibrium for solutions of Kac's equation via central limit theorem
- Probabilistic study of the speed of approach to equilibrium for an inelastic Kac model
- On the fluctuations about the Vlasov limit for \(N\)-particle systems with mean-field interactions
- Some ideas about quantitative convergence of collision models to their mean field limit
- A probabilistic formula for the quantum N-body problem and the nonlinear Schrödinger equation in operator algebra
- A propagation of chaos result for Burgers' equation
- Fluctuations in a Markovian system of pairwise interacting particles
- Escape from the unstable equilibrium in a random process with infinitely many interacting particles
- Mean field dynamics of fermions and the time-dependent Hartree-Fock equation
- Stochastic interacting particle systems and nonlinear kinetic equations
- Uniqueness and propagation of chaos for the Boltzmann equation with moderately soft potentials
- Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs
- On the mixing time of Kac's walk and other high-dimensional Gibbs samplers with constraints
- Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information
- Mean-field backward stochastic differential equations in general probability spaces
- A kinetic equation for the distribution of interaction clusters in rarefied gases
- Equilibration in the Kac model using the GTW metric \(d_2\)
- Distribution dependent SDEs for Landau type equations
- Discrete-time mean-field stochastic \(H_2/H_\infty\) control
- Entropy production inequalities for the Kac walk
- Strong solutions of mean-field stochastic differential equations with irregular drift
- Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations
- Propagation of chaos for a balls into bins model
- Continuum approximations to systems of correlated interacting particles
- Asymptotic expansion of the mean-field approximation
- Convergence in variation of solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary measures
- Quantitative uniform propagation of chaos for Maxwell molecules
- Entropy production in nonlinear recombination models
- On the size of chaos in the mean field dynamics
- On the trend to global equilibrium for spatially inhomogeneous kinetic systems: the Boltzmann equation
- On the relation between rates of relaxation and convergence of wild sums for solutions of the Kac equation
- Entropy decay for the Kac evolution
- Quantitative estimates of propagation of chaos for stochastic systems with \(W^{-1,\infty}\) kernels
- Spectral gap for Kac's model of Boltzmann equation.
- Determination of the spectral gap for Kac's master equation and related stochastic evolution.
- Forward and backward mean-field stochastic partial differential equation and optimal control
- Propagation of chaos for a thermostated kinetic model
- Phase transitions and macroscopic limits in a BGK model of body-attitude coordination
- On a thermostated Kac model with rescaling
- Uniform propagation of chaos for the thermostated Kac model
- Weak existence and uniqueness for McKean-Vlasov SDEs with common noise
- Propagation of chaos for mean field rough differential equations
- Well-posedness of distribution dependent SDEs with singular drifts
- McKean-Vlasov SDEs under measure dependent Lyapunov conditions
- Stochastic maximum principle for partially observed optimal control problems of general McKean-Vlasov differential equations
- Large deviations for Kac-like walks
- Distribution dependent stochastic differential equations
- A hybrid thermostatted kinetic framework for the modeling of a hybrid multisource system with storage
- Quantitative approximate independence for continuous mean field Gibbs measures
- The Schauder estimate in kinetic theory with application to a toy nonlinear model
- Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise
- Solvability of a class of mean-field BSDEs with quadratic growth
- Convergence rates for the Vlasov-Fokker-Planck equation and uniform in time propagation of chaos in non convex cases
- Propagation of chaos in the nonlocal adhesion models for two cancer cell phenotypes
- Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system
- Propagation of chaos: a review of models, methods and applications. I: Models and methods
- Propagation of chaos: a review of models, methods and applications. II: Applications
- Fast and memory-optimal dimension reduction using Kac's walk
- Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games
- Periodic solutions in distribution of mean-field stochastic differential equations
- Collective proposal distributions for nonlinear MCMC samplers: mean-field theory and fast implementation
- Mixing time guarantees for unadjusted Hamiltonian Monte Carlo
- Persistence in a large network of sparsely interacting neurons
- A lower bound for the spectral gap of the conjugate Kac process with 3 interacting particles
- Least squares estimation for distribution-dependent stochastic differential delay equations
- McKean-Vlasov optimal control: the dynamic programming principle
- Kac's process with hard potentials and a moderate angular singularity
- A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations
- Grand canonical evolution for the Kac model
- Backward propagation of chaos
- Statistical inference for mean-field queueing models
- \(L^p\) solution of general mean-field BSDEs with continuous coefficients
- Spectral criteria to stability and observability of mean-field stochastic periodic systems
- Comparison theorems for multi-dimensional general mean-field BDSDES
- Distribution dependent SDEs driven by fractional Brownian motions
- Weak quantitative propagation of chaos via differential calculus on the space of measures
- Existence, uniqueness and exponential ergodicity under Lyapunov conditions for McKean-Vlasov SDEs with Markovian switching
- On a toy network of neurons interacting through their dendrites
- Solving mean field rough differential equations
- A Kac model for kinetic annihilation
- Fluctuation theory in the Boltzmann-Grad limit
- High order approximation for the Boltzmann equation without angular cutoff under moderately soft potentials
- Is the Boltzmann equation reversible? A large deviation perspective on the irreversibility paradox
- Linear-quadratic mean field stochastic zero-sum differential games
- Spectral gaps for reversible Markov processes with chaotic invariant measures: the Kac process with hard sphere collisions in three dimensions
- A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers
- Random batch methods (RBM) for interacting particle systems
- Well-posedness of some non-linear stable driven SDEs
- Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations
- Decay of information for the Kac evolution
- Stability, well-posedness and regularity of the homogeneous Landau equation for hard potentials
- General mean-field BDSDEs with continuous coefficients
- Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations
- A second order analysis of McKean-Vlasov semigroups
- A nonhomogeneous mean-field linear-quadratic optimal control problem and application
- Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays
- Markov processes and magneto-hydrodynamics equations
- From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs
- Multilevel Picard approximations for McKean-Vlasov stochastic differential equations
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality
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