scientific article; zbMATH DE number 933353

zbMATH Open0864.60077MaRDI QIDQ4895007FDOQ4895007

Publication date: 10 October 1996

Title of this publication is not available (Why is that?)

Recommendations

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
On a strong form of propagation of chaos for McKean-Vlasov equations
The propagation of chaos of multitype mean field interacting particle systems
About Kac's program on mean-field limits

diffusions with jumps nonlinear martingale problems convergence of the fluctuations McKean-Vlasov and Boltzmann models propagation of chaos for particle systems

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Cited In (only showing first 100 items - show all)

Numerical methods for mean-field stochastic differential equations with jumps
Uniform long-time and propagation of chaos estimates for mean field kinetic particles in non-convex landscapes
Mean-field limit of generalized Hawkes processes
A pure jump Markov process associated with Smoluchowski's coagulation equation
Methode de laplace: etude variationnelle des fluctuations de diffusions de type
Propagation of chaos for mean field rough differential equations
Clarification and complement to ``Mean-field description and propagation of chaos in networks of Hodgkin-Huxley and Fitzhugh-Nagumo neurons
Stochastic nonlinear equations describing the mesoscopic voltage-gated ion channels
Kac's program in kinetic theory
Mean-field limit of a stochastic particle system smoothly interacting through threshold hitting-times and applications to neural networks with dendritic component
A semi-Lagrangian scheme for a modified version of the Hughes' model for Pedestrian flow
Dynamics of a planar Coulomb gas
Mean-field backward stochastic differential equations and related partial differential equations
Chaoticity for Multiclass Systems and Exchangeability Within Classes
\(N\)-player games and mean-field games with absorption
Particle systems with a singular mean-field self-excitation. Application to neuronal networks
Asymptotic properties of various stochastic Cucker-Smale dynamics
Probabilistic Approximation of a Nonlinear Parabolic Equation Occurring in Rheology
Approximation of the density of a solution of a nonlinear SDE -- application to parabolic SPDEs
A McKean-Vlasov SDE and particle system with interaction from reflecting boundaries
Limit theory for controlled McKean-Vlasov dynamics
Measurability of optimal transportation and convergence rate for Landau type interacting particle systems
Interacting multi-class transmissions in large stochastic networks
Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel
Optimal control of multiagent systems in the Wasserstein space
Mean-field backward stochastic differential equations: A limit approach
Periodic solutions in distribution of mean-field stochastic differential equations
Long-time behaviour and propagation of chaos for mean field kinetic particles
Probabilistic approach for granular media equations in the non-uniformly convex case
Perturbative calculation of quasi-potential in non-equilibrium diffusions: a mean-field example
Multilevel Monte Carlo simulation of Coulomb collisions
Analytical approximations of non-linear SDEs of McKean-Vlasov type
Ensemble Kalman sampler: mean-field limit and convergence analysis
Large deviation properties of weakly interacting processes via weak convergence methods
On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications
Multivariable feedback particle filter
Non-Poisson particle systems and Boltzmann equations
A Moran particle system approximation of Feynman-Kac formulae
Book Review: Fundamentals of stochastic filtering
Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise
Self-stabilizing processes in multi-wells landscape in \(\mathbb{R}^d\)-invariant probabilities
Convergence of multi-class systems of fixed possibly infinite sizes
Concentration inequalities for mean field particle models
On a class of discrete generation interacting particle systems
On a toy network of neurons interacting through their dendrites
Particle representations for a class of nonlinear SPDEs
On extensions of mollified Boltzmann and Smoluchowski equations to particle systems with a \(k\)-ary interaction
A new approach to quantitative propagation of chaos for drift, diffusion and jump processes
A wavelet particle approximation for McKean-Vlasov and 2D-Navier-Stokes statistical solutions
Stochastic approximations of the solution of a full Boltzmann equation with small initial data
A stochastic maximum principle for a stochastic differential game of a mean-field type
Higher order regularity of nonlinear Fokker-Planck PDEs with respect to the measure component
On Kac's chaos and related problems
Mean field limit for the one dimensional Vlasov-Poisson~equation
Quantitative mean-field limit for interacting branching diffusions
A stochastic particle numerical method for 3D Boltzmann equations without cutoff
Parameter estimation of discretely observed interacting particle systems
A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations
Selection by vanishing common noise for potential finite state mean field games
Probabilistic approach of some discrete and continuous coagulation equations with diffusion.
Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
Long time behaviour and particle approximation of a generalised Vlasov dynamic
Quantitative concentration inequalities on sample path space for mean field interaction
A probabilistic approach for nonlinear equations involving the fractional Laplacian and a singular operator
Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs
An elementary approach to uniform in time propagation of chaos
McKean-Vlasov SDEs under measure dependent Lyapunov conditions
Convergence to the equilibria for self-stabilizing processes in double-well landscape
Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions
Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations
Leader formation with mean-field birth and death models
Learning mean-field equations from particle data using WSINDy
On one-dimensional Riccati diffusions
A Hamiltonian mean field system for the Navier-Stokes equation
On the stability of nonlinear Feynman-Kac semigroups
Regularity for distribution-dependent SDEs driven by jump processes
Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations
Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift
Stochastic modeling and deterministic limit of catalytic surface processes
The LAN property for McKean-Vlasov models in a mean-field regime
Collective proposal distributions for nonlinear MCMC samplers: mean-field theory and fast implementation
Household epidemic models and McKean-Vlasov Poisson driven stochastic differential equations
On the identifiability of interaction functions in systems of interacting particles
On quasi-stationary mean field games models
Synchronization of stochastic mean field networks of Hodgkin-Huxley neurons with noisy channels
Quantitative uniform propagation of chaos for Maxwell molecules
A perturbation analysis of stochastic matrix Riccati diffusions
Forward Feynman-Kac type representation for semilinear non-conservative partial differential equations
Projected particle methods for solving Mckean-Vlasov stochastic differential equations
Statistical deconvolution of the free Fokker-Planck equation at fixed time
Mean-field limit of age and leaky memory dependent Hawkes processes
From the master equation to mean field game limit theory: a central limit theorem
A law of large numbers and large deviations for interacting diffusions on Erdős-Rényi graphs
A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations
Optimal coupling for mean field limits
On the wellposedness of some McKean models with moderated or singular diffusion coefficient
On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters
Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier
Sticky couplings of multidimensional diffusions with different drifts
Mean field interaction on random graphs with dynamically changing multi-color edges

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4895007)