On ergodic measures for McKean-Vlasov stochastic equations

zbMATH Open1098.60056MaRDI QIDQ5482385FDOQ5482385

A. Yu. Veretennikov

Publication date: 28 August 2006

zbMATH Keywords

weak convergenceexistenceinvariant measuresuniqueness

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (41)

• Least squares estimation for path-distribution dependent stochastic differential equations
• Distances between Stationary Distributions of Diffusions and Solvability of Nonlinear Fokker--Planck--Kolmogorov Equations
• Maximum principle for mean-field SDEs under model uncertainty
• Stochastic McKean-Vlasov equations
• McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets
• Mean-field Langevin dynamics and energy landscape of neural networks
• A trajectorial approach to relative entropy dissipation of McKean-Vlasov diffusions: gradient flows and HWBI inequalities
• Rate of homogenization for fully-coupled McKean–Vlasov SDEs
• On Pathwise Uniqueness of Solutions for Multidimensional McKean--Vlasov Equation
• Periodic solutions in distribution of mean-field stochastic differential equations
• Online parameter estimation for the McKean-Vlasov stochastic differential equation
• Exponential ergodicity for singular reflecting McKean-Vlasov SDEs
• Barriers of the McKean-Vlasov energy via a mountain pass theorem in the space of probability measures
• Propagation of chaos and moderate interaction for a piecewise deterministic system of geometrically enriched particles
• Stationarity and uniform in time convergence for the graphon particle system
• Self-stabilizing processes in multi-wells landscape in \(\mathbb{R}^d\)-invariant probabilities
• Well-posedness and stationary solutions of McKean-Vlasov (S)PDEs
• On stochastic mirror descent with interacting particles: convergence properties and variance reduction
• Exponential ergodicity for non-dissipative McKean-Vlasov SDEs
• Convergence in variation of solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary measures
• Maximum likelihood estimation for small noise multi-scale McKean-Vlasov stochastic differential equations
• Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction
• Existence, uniqueness and exponential ergodicity under Lyapunov conditions for McKean-Vlasov SDEs with Markovian switching
• Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations
• On convergence to stationary distributions for solutions of nonlinear Fokker-Planck-Kolmogorov equations
• Graphon particle system: uniform-in-time concentration bounds
• The Fokker-Planck-Kolmogorov equation with nonlinear terms of local and nonlocal type
• Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
• Fractional McKean-Vlasov and Hamilton-Jacobi-Bellman-Isaacs equations
• A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon
• Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case
• Inference for ergodic McKean-Vlasov stochastic differential equations with polynomial interactions
• Gradient flows of time-dependent functionals in metric spaces and applications to PDEs
• New particle representations for ergodic McKean-Vlasov SDEs
• Gradient estimates and exponential ergodicity for mean-field SDEs with jumps
• Convergence to the equilibria for self-stabilizing processes in double-well landscape
• Long time behavior of a mean-field model of interacting neurons
• Propagation of chaos: a review of models, methods and applications. II: Applications
• On uniform propagation of chaos
• Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations
• On uniqueness of solutions to nonlinear Fokker-Planck-Kolmogorov equations

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