scientific article; zbMATH DE number 933353
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Publication:4895007
zbMATH Open0864.60077MaRDI QIDQ4895007FDOQ4895007
Authors: Sylvie Méléard
Publication date: 10 October 1996
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diffusions with jumpsnonlinear martingale problemsconvergence of the fluctuationsMcKean-Vlasov and Boltzmann modelspropagation of chaos for particle systems
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- 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
- Solving mean field rough differential equations
- From fluctuating kinetics to fluctuating hydrodynamics: a \(\Gamma \)-convergence of large deviations functionals approach
- A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces
- Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations
- Fast Non-mean-field Networks: Uniform in Time Averaging
- Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models
- Coupled McKean-Vlasov diffusions: wellposedness, propagation of chaos and invariant measures
- Almost automorphic solutions for mean-field stochastic differential equations driven by fractional Brownian motion
- Strongly nonlinear stochastic processes in physics and the life sciences
- Propagation of chaos for large Brownian particle system with Coulomb interaction
- Nonparametric estimation for interacting particle systems: McKean-Vlasov models
- Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models
- Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes
- Stochastic vortex method for forced three-dimensional Navier-Stokes equations and pathwise convergence rate
- Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations
- Central limit theorem over non-linear functionals of empirical measures with applications to the mean-field fluctuation of interacting diffusions
- \(N\)-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
- Propagation of chaos: a review of models, methods and applications. I: Models and methods
- 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
- Propagation of chaos: a review of models, methods and applications. II: Applications
- McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations
- Iterative multilevel particle approximation for McKean-Vlasov SDEs
- Weak quantitative propagation of chaos via differential calculus on the space of measures
- Directed chain stochastic differential equations
- Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations
- 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
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