New particle representations for ergodic McKean-Vlasov SDEs

DOI10.1051/proc/201965068zbMath1418.65006arXiv1901.05507OpenAlexW2963977498MaRDI QIDQ4967864

Lukasz Szpruch, Mireille Bossy, Cristiano Ricci, Houssam Alrachid

Publication date: 11 July 2019

Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.05507

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic particle methods (65C35)

Related Items (3)

Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients ⋮ Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction ⋮ Distribution-dependent SDEs with Hölder continuous drift and \(\alpha\)-stable noise

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