Eigenfunction Martingale Estimators for Interacting Particle Systems and Their Mean Field Limit
DOI10.1137/21M1464348zbMath1505.35334arXiv2112.04870OpenAlexW4309792778MaRDI QIDQ5056840
Andrea Zanoni, Grigorios A. Pavliotis
Publication date: 8 December 2022
Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.04870
eigenvalue problemexchangeabilityinferenceinteracting particle systemsmean field limitFokker-Planck operatormartingale estimators
Inference from stochastic processes and spectral analysis (62M15) Estimates of eigenvalues in context of PDEs (35P15) Diffusion processes (60J60) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Vlasov equations (35Q83)
Related Items (2)
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