scientific article
From MaRDI portal
Publication:3345521
zbMath0552.60051MaRDI QIDQ3345521
Publication date: 1984
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Large deviations (60F10)
Related Items
Distribution dependent SDEs driven by additive continuous noise ⋮ Moderate deviation principles for weakly interacting particle systems ⋮ Propagation of chaos for diffusing particles of two types with singular mean field interaction ⋮ Propagation of chaos in entropy ⋮ Some fluctuation results for weakly interacting multi-type particle systems ⋮ Stability of precise Laplace's method under approximations; Applications ⋮ The enhanced Sanov theorem and propagation of chaos ⋮ Limit theorems for supercritical branching random fields with immigration ⋮ Escape from the unstable equilibrium in a random process with infinitely many interacting particles ⋮ A McKean--Vlasov SDE and Particle System with Interaction from Reflecting Boundaries ⋮ Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier ⋮ Pathwise McKean-Vlasov theory with additive noise ⋮ Central limit theorem for a system of Markovian particles with mean field interactions ⋮ Solving mean field rough differential equations ⋮ A diffusion process in a singular mean-drift-field ⋮ Gaussian fluctuations for interacting particle systems with singular kernels ⋮ Distribution dependent SDEs driven by additive fractional Brownian motion ⋮ The 2-\(D\) constrained \(NS\) equation and stochastic vortex theory ⋮ Central limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs ⋮ Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering ⋮ The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities ⋮ Pathwise regularisation of singular interacting particle systems and their mean field limits ⋮ A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems ⋮ A Hilbertian approach for fluctuations on the McKean-Vlasov model ⋮ On the form of the large deviation rate function for the empirical measures of weakly interacting systems ⋮ Large deviation properties of weakly interacting processes via weak convergence methods ⋮ Law of large numbers and central limit theorem for unbounded jump mean- field models ⋮ SPDE limit of the global fluctuations in rank-based models ⋮ A law of large numbers for interacting diffusions via a mild formulation ⋮ Weakly interacting particle systems on inhomogeneous random graphs ⋮ Propagation of chaos for mean field rough differential equations ⋮ Law of large numbers for a general system of stochastic differential equations with global interaction ⋮ A law of large numbers and large deviations for interacting diffusions on Erdős–Rényi graphs ⋮ Generalized Ornstein-Uhlenbeck process having a characteristic operator with polynomial coefficients ⋮ Convergence rate for the approximation of the limit law of weakly interacting particles: Application to the Burgers equation ⋮ Propagation of chaos: a review of models, methods and applications. II: Applications ⋮ Central limit theorem for nonlinear filtering and interacting particle systems ⋮ Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated ⋮ The LAN property for McKean-Vlasov models in a mean-field regime ⋮ Periodic behavior of the stochastic Brusselator in the mean-field limit ⋮ An \(\infty\)-dimensional inhomogeneous Langevin's equation ⋮ Diffusion with interactions and collisions between coloured particles and the propagation of chaos ⋮ Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions ⋮ Convergence of \({\mathcal S}'\)-valued processes and space-time random fields