A family of interacting particle systems pinned to their ensemble average
From MaRDI portal
Publication:5877972
DOI10.1088/1751-8121/AC2715zbMATH Open1506.82022OpenAlexW3201289912MaRDI QIDQ5877972FDOQ5877972
Authors: Levent Ali Mengütürk 
Publication date: 16 February 2023
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1751-8121/ac2715
Recommendations
- Asymptotic analysis of a particle system with mean-field interaction
- Limits of one-dimensional interacting particle systems with two-scale interaction
- Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations
- Captivity of mean-field particle systems and the related exit problems
- A law of large numbers for interacting diffusions via a mild formulation
Cites Work
- Mean field games
- Title not available (Why is that?)
- CONTINUUM LIMIT OF SELF-DRIVEN PARTICLES WITH ORIENTATION INTERACTION
- Generalised liouville processes and their properties
- Mean field games and systemic risk
- Mean-field limit for the stochastic Vicsek model
- Concentration inequalities for mean field particle models
- On the McKean-Vlasov Limit for Interacting Diffusions
- On a one-parameter generalization of the Brownian bridge and associated quadratic functionals
- α-Wiener Bridges: Singularity of Induced Measures and Sample Path Properties
- Mean field games via controlled martingale problems: existence of Markovian equilibria
- Martingale models for quantum state reduction
- Informed traders
- Pinned diffusions and Markov bridges
- General alpha-Wiener bridges
- Quantum noise and stochastic reduction
- Generalised Brownian bridges: examples
- On the mean-field limit for the Vlasov-Poisson-Fokker-Planck system
- Archimedean survival processes
- Finite-time stochastic reduction models
- Gaussian random bridges and a geometric model for information equilibrium
- Stochastic Schrödinger evolution over piecewise enlarged filtrations
- Stochastic sequential reduction of commutative Hamiltonians
Cited In (2)
This page was built for publication: A family of interacting particle systems pinned to their ensemble average
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5877972)
