On the McKean-Vlasov Limit for Interacting Diffusions
From MaRDI portal
Publication:3834837
Recommendations
- Large deviations from the mckean-vlasov limit for weakly interacting diffusions
- A martingale approach to the law of large numbers for weakly interacting stochastic processes
- A law of large numbers for moderately interacting diffusion processes
- On the existence of random mckean–vlasov limits for triangular arrays of exchangeable diffusions
- Multilevel large deviations and interacting diffusions
Cites work
Cited in
(only showing first 100 items - show all)- Propagation of chaos and conditional McKean-Vlasov SDEs with regime-switching
- Nonparametric estimation for interacting particle systems: McKean-Vlasov models
- Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models
- Propagation of chaos for point processes induced by particle systems with mean-field drift interaction
- Eigenfunction Martingale Estimators for Interacting Particle Systems and Their Mean Field Limit
- A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon
- On the existence of random mckean–vlasov limits for triangular arrays of exchangeable diffusions
- Inverting the Markovian projection, with an application to local stochastic volatility models
- A probabilistic weak formulation of mean field games and applications
- Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations
- \(N\)-player games and mean-field games with smooth dependence on past absorptions
- Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion
- Propagation of chaos: a review of models, methods and applications. I: Models and methods
- A nonlocal model of phytoplankton aggregation
- Inference for ergodic McKean-Vlasov stochastic differential equations with polynomial interactions
- Macroscopic fluctuation theory for Ginzburg-Landau dynamics with long-range interactions
- Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation
- Large population asymptotics for interacting diffusions in a quenched random environment
- McKean-Vlasov SDEs under measure dependent Lyapunov conditions
- A family of interacting particle systems pinned to their ensemble average
- Large systems of diffusions interacting through their ranks
- Antithetic multilevel sampling method for nonlinear functionals of measure
- From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs
- Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies
- Propagation of chaos: a review of models, methods and applications. II: Applications
- Consensus convergence with stochastic effects
- Weak quantitative propagation of chaos via differential calculus on the space of measures
- Propagation of chaos for weakly interacting mild solutions to stochastic partial differential equations
- McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations
- Partial mean field limits in heterogeneous networks
- Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems
- Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs
- Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations
- Interacting stochastic processes on sparse random graphs
- The hydrodynamic limit for local mean-field dynamics with unbounded spins
- Parameter Estimation for Macroscopic Pedestrian Dynamics Models from Microscopic Data
- Distribution dependent SDEs driven by additive continuous noise
- A note on dynamical models on random graphs and Fokker-Planck equations
- Default clustering in large pools: large deviations
- Multilevel large deviations and interacting diffusions
- On the propagation of chaos for diffusion processes with drift coefficients not of average form
- Synchronization and random long time dynamics for mean-field plane rotators
- A method of moments estimator for interacting particle systems and their mean field limit
- Nonlinear Markov semigroups and interacting Lévy type processes
- Propagation of chaos for maxima of particle systems with mean-field drift interaction
- Weak solutions of mean-field stochastic differential equations
- Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space
- Methode de laplace: etude variationnelle des fluctuations de diffusions de type
- Well-posedness of diffusion-aggregation equations with bounded kernels and their mean-field approximations
- Uniqueness for a weak nonlinear evolution equation and large deviations for diffusing particles with electrostatic repulsion
- Well-posedness of some non-linear stable driven SDEs
- Limit theorem for countable systems of stochastic differential equations
- Large deviations from the mckean-vlasov limit for weakly interacting diffusions
- Systemic risk and default clustering for large financial systems
- On a strong form of propagation of chaos for McKean-Vlasov equations
- Propagation of chaos for mean field rough differential equations
- Large time asymptotics for the fluctuation SPDE in the Kuramoto synchronization model
- Synchronization of stochastic mean field networks of Hodgkin-Huxley neurons with noisy channels
- Extended mean field control problem: a propagation of chaos result
- Rate of convergence of a particle method to the solution of the McKean-Vlasov equation
- Stochastic McKean-Vlasov equations
- Metastability in a continuous mean-field model at low temperature and strong interaction
- A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application
- Tightness results for infinite-slit limits of the chordal Loewner equation
- Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises
- Rate of homogenization for fully-coupled McKean–Vlasov SDEs
- Mean field limit for disordered diffusions with singular interactions
- SPDE limit of the global fluctuations in rank-based models
- Comparison of interacting diffusions and an application to their ergodic theory
- Gauss-quadrature method for one-dimensional mean-field SDEs
- scientific article; zbMATH DE number 3879839 (Why is no real title available?)
- Some fluctuation results for weakly interacting multi-type particle systems
- Globally coupled Anosov diffeomorphisms: statistical properties
- Irregular LQG optimal control problem involving multiplicative noise
- A limiting result for the structure of collisions between many independent diffusions
- A stochastic particle method for some one-dimensional nonlinear p.d.e
- Mean field model for collective motion bistability
- Large-time behaviour and the second eigenvalue problem for finite-state mean-field interacting particle systems
- Distribution dependent SDEs driven by additive fractional Brownian motion
- Mean field limits for interacting diffusions in a two-scale potential
- Limit theory for controlled McKean-Vlasov dynamics
- Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type
- Strategic interaction in trend-driven dynamics
- Multilevel Picard approximations for McKean-Vlasov stochastic differential equations
- An interacting particle system modelling aggregation behavior: from individuals to populations
- From the master equation to mean field game limit theory: a central limit theorem
- Mean field limit with proliferation
- A martingale approach to the law of large numbers for weakly interacting stochastic processes
- A sequence of integro-differential equations approximating a viscous porous medium equation
- A Hilbertian approach for fluctuations on the McKean-Vlasov model
- A general characterization of the mean field limit for stochastic differential games
- Barriers of the McKean-Vlasov energy via a mountain pass theorem in the space of probability measures
- On the long-time behaviour of McKean-Vlasov paths
- Backward propagation of chaos
- A law of large numbers and large deviations for interacting diffusions on Erdős-Rényi graphs
- Large deviation properties of weakly interacting processes via weak convergence methods
- Limits of radial multiple SLE and a Burgers-Loewner differential equation
- Propagation of chaos for a class of first order models with singular mean field interactions
- Exponential ergodicity and propagation of chaos for path-distribution dependent stochastic Hamiltonian system
- Central limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs
This page was built for publication: On the McKean-Vlasov Limit for Interacting Diffusions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3834837)
