scientific article; zbMATH DE number 933353

zbMATH Open0864.60077MaRDI QIDQ4895007FDOQ4895007

Publication date: 10 October 1996

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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)

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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
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Sticky couplings of multidimensional diffusions with different drifts
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New particle representations for ergodic McKean-Vlasov SDEs
Mean field limit for particles interacting with a vibrating medium
Fluctuations for spatially extended Hawkes processes
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
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Uniform long-time and propagation of chaos estimates for mean field kinetic particles in non-convex landscapes
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Methode de laplace: etude variationnelle des fluctuations de diffusions de type
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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
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\(N\)-player games and mean-field games with absorption
Particle systems with a singular mean-field self-excitation. Application to neuronal networks
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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
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Analytical approximations of non-linear SDEs of McKean-Vlasov type
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Large deviation properties of weakly interacting processes via weak convergence methods
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Non-Poisson particle systems and Boltzmann equations
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Book Review: Fundamentals of stochastic filtering
Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise
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