Rate of homogenization for fully-coupled McKean–Vlasov SDEs

DOI10.1142/s0219493723500132zbMath1521.60035arXiv2202.07753MaRDI QIDQ6038470

Konstantinos V. Spiliopoulos, Unnamed Author

Publication date: 2 May 2023

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.07753

zbMATH Keywords

homogenization; ergodic theorems; averaging; empirical measure; multiscale processes; McKean-Vlasov process

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60J60: Diffusion processes

60G17: Sample path properties

60F17: Functional limit theorems; invariance principles

60H99: Stochastic analysis