scientific article; zbMATH DE number 933353
From MaRDI portal
zbMath0864.60077MaRDI QIDQ4895007
Publication date: 10 October 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
diffusions with jumpsnonlinear martingale problemsconvergence of the fluctuationsMcKean-Vlasov and Boltzmann modelspropagation of chaos for particle systems
Related Items
Selection by vanishing common noise for potential finite state mean field games, On the Wellposedness of Some McKean Models with Moderated or Singular Diffusion Coefficient, Regularity for distribution-dependent SDEs driven by jump processes, On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications, Projected Particle Methods for Solving McKean--Vlasov Stochastic Differential Equations, A McKean--Vlasov SDE and Particle System with Interaction from Reflecting Boundaries, Mean-Field Limit of a Stochastic Particle System Smoothly Interacting Through Threshold Hitting-Times and Applications to Neural Networks with Dendritic Component, Coupled McKean–Vlasov diffusions: wellposedness, propagation of chaos and invariant measures, Forward Feynman-Kac type representation for semilinear non-conservative partial differential equations, Limit Theory for Controlled McKean--Vlasov Dynamics, Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel, Large and moderate deviation principles for McKean-Vlasov SDEs with jumps, Gaussian fluctuations for interacting particle systems with singular kernels, Mean-Field Sparse Optimal Control of Systems with Additive White Noise, Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs, Global-in-time mean-field convergence for singular Riesz-type diffusive flows, Hydrodynamic limit of a stochastic model of proliferating cells with chemotaxis, Uniqueness of stationary distribution and exponential convergence for distribution dependent SDEs, Numerical schemes for fully coupled mean-field forward backward stochastic differential equations, Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations, Online parameter estimation for the McKean-Vlasov stochastic differential equation, Parameter estimation of discretely observed interacting particle systems, Derivation of the viscoelastic stress in Stokes flows induced by nonspherical Brownian rigid particles through homogenization, Nonparametric adaptive estimation for interacting particle systems, On the near-viability property of controlled mean-field flows, Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models, Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions, Can the Clocks Tick Together Despite the Noise? Stochastic Simulations and Analysis, Construction of Boltzmann and McKean-Vlasov type flows (the sewing lemma approach), Wasserstein contraction and Poincaré inequalities for elliptic diffusions with high diffusivity, Identifiability of interaction kernels in mean-field equations of interacting particles, Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations, An elementary approach to uniform in time propagation of chaos, Spatial dynamics in interacting systems with discontinuous coefficients and their continuum limits, Exit-time of mean-field particles system, A Hamiltonian mean field system for the Navier–Stokes equation, Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes, Fast Non-mean-field Networks: Uniform in Time Averaging, Stochastic approximations of the solution of a full Boltzmann equation with small initial data, Almost automorphic solutions for mean-field stochastic differential equations driven by fractional Brownian motion, Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation, Nonlinear filtering for observations on a random vector field along a random path. Application to atmospheric turbulent velocities, Probabilistic Approximation of a Nonlinear Parabolic Equation Occurring in Rheology, Stochastic Modeling and Deterministic Limit of Catalytic Surface Processes, New particle representations for ergodic McKean-Vlasov SDEs, Leader formation with mean-field birth and death models, A law of large numbers and large deviations for interacting diffusions on Erdős–Rényi graphs, Chaoticity for Multiclass Systems and Exchangeability Within Classes, Ensemble Kalman Sampler: Mean-field Limit and Convergence Analysis, Mutually interacting superprocesses with migration, McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations, A pure jump Markov process associated with Smoluchowski's coagulation equation, A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations, Particle representations for a class of nonlinear SPDEs, Long-time behaviour and propagation of chaos for mean field kinetic particles, Numerical methods for mean-field stochastic differential equations with jumps, Clarification and complement to ``Mean-field description and propagation of chaos in networks of Hodgkin-Huxley and Fitzhugh-Nagumo neurons, \(N\)-player games and mean-field games with absorption, Dynamics of a planar Coulomb gas, Uniform long-time and propagation of chaos estimates for mean field kinetic particles in non-convex landscapes, Stochastic nonlinear equations describing the mesoscopic voltage-gated ion channels, Household epidemic models and McKean-Vlasov Poisson driven stochastic differential equations, Mean-field backward stochastic differential equations: A limit approach, Statistical deconvolution of the free Fokker-Planck equation at fixed time, Mean-field limit of age and leaky memory dependent Hawkes processes, Perturbative calculation of quasi-potential in non-equilibrium diffusions: a mean-field example, Propagation of chaos for large Brownian particle system with Coulomb interaction, Mean field limit for particles interacting with a vibrating medium, A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations, Multivariable feedback particle filter, Analytical approximations of non-linear SDEs of McKean-Vlasov type, On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters, Asymptotic properties of various stochastic Cucker-Smale dynamics, Kac's program in kinetic theory, Learning mean-field equations from particle data using WSINDy, Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier, Weak quantitative propagation of chaos via differential calculus on the space of measures, Convergence to the equilibria for self-stabilizing processes in double-well landscape, A perturbation analysis of stochastic matrix Riccati diffusions, On a toy network of neurons interacting through their dendrites, Mean-field limit of generalized Hawkes processes, Solving mean field rough differential equations, Book Review: Fundamentals of stochastic filtering, On quasi-stationary mean field games models, Convergence of multi-class systems of fixed possibly infinite sizes, A stochastic maximum principle for a stochastic differential game of a mean-field type, From the master equation to mean field game limit theory: a central limit theorem, From fluctuating kinetics to fluctuating hydrodynamics: a \(\Gamma \)-convergence of large deviations functionals approach, Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations, Fluctuations for spatially extended Hawkes processes, A semi-Lagrangian scheme for a modified version of the Hughes' model for Pedestrian flow, Propagation of chaos and conditional McKean-Vlasov SDEs with regime-switching, A Moran particle system approximation of Feynman-Kac formulae, The collective behaviors of self-excitation information diffusion processes for a large number of individuals, Strongly nonlinear stochastic processes in physics and the life sciences, Stochastic vortex method for forced three-dimensional Navier-Stokes equations and pathwise convergence rate, Self-stabilizing processes in multi-wells landscape in \(\mathbb{R}^d\)-invariant probabilities, On the stability of nonlinear Feynman-Kac semigroups, Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations, Large deviation properties of weakly interacting processes via weak convergence methods, Non-Poisson particle systems and Boltzmann equations, Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations, On one-dimensional Riccati diffusions, Probabilistic approach for granular media equations in the non-uniformly convex case, Long time behaviour and particle approximation of a generalised Vlasov dynamic, Synchronization of stochastic mean field networks of Hodgkin-Huxley neurons with noisy channels, Quantitative uniform propagation of chaos for Maxwell molecules, Mean field interaction on random graphs with dynamically changing multi-color edges, Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations, Optimal control of multiagent systems in the Wasserstein space, Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations, Directed chain stochastic differential equations, Antithetic multilevel sampling method for nonlinear functionals of measure, A wavelet particle approximation for McKean-Vlasov and 2D-Navier-Stokes statistical solutions, From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs, On the identifiability of interaction functions in systems of interacting particles, A new approach to quantitative propagation of chaos for drift, diffusion and jump processes, Concentration inequalities for mean field particle models, A probabilistic approach for nonlinear equations involving the fractional Laplacian and a singular operator, A stochastic particle numerical method for 3D Boltzmann equations without cutoff, Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs, Higher order regularity of nonlinear Fokker-Planck PDEs with respect to the measure component, Multilevel Monte Carlo simulation of Coulomb collisions, On Kac's chaos and related problems, Propagation of chaos for mean field rough differential equations, Mean-field backward stochastic differential equations and related partial differential equations, Sticky couplings of multidimensional diffusions with different drifts, McKean-Vlasov SDEs under measure dependent Lyapunov conditions, A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces, Quantitative concentration inequalities on sample path space for mean field interaction, Measurability of optimal transportation and convergence rate for Landau type interacting particle systems, Approximation of the density of a solution of a nonlinear SDE -- application to parabolic SPDEs, Nonparametric estimation for interacting particle systems: McKean-Vlasov models, Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models, Central limit theorem over non-linear functionals of empirical measures with applications to the mean-field fluctuation of interacting diffusions, Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise, \(N\)-player games and mean-field games with smooth dependence on past absorptions, Convergence rates for the Vlasov-Fokker-Planck equation and uniform in time propagation of chaos in non convex cases, Iterative multilevel particle approximation for McKean-Vlasov SDEs, Interacting multi-class transmissions in large stochastic networks, 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, Probabilistic approach of some discrete and continuous coagulation equations with diffusion., Particle systems with a singular mean-field self-excitation. Application to neuronal networks, Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift, The LAN property for McKean-Vlasov models in a mean-field regime, Quantitative mean-field limit for interacting branching diffusions, Periodic solutions in distribution of mean-field stochastic differential equations, Collective proposal distributions for nonlinear MCMC samplers: mean-field theory and fast implementation, Mean field limit for the one dimensional Vlasov-Poisson~equation, Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions