Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems
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- Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise
- Freidlin-Wentzell LDP in path space for McKean-Vlasov equations and the functional iterated logarithm law
- Freidlin-Wentzell type large deviation principle for multiscale locally monotone SPDEs
- From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE
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- Large deviations and approximations for slow-fast stochastic reaction-diffusion equations
- Large deviations for infinite dimensional stochastic dynamical systems
- Large deviations for interacting multiscale particle systems
- Large deviations for multi-scale jump-diffusion processes
- Large deviations for multiscale diffusion via weak convergence methods
- Large deviations for two scaled diffusions
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- Mean-field stochastic differential equations and associated PDEs
- On large deviations for SDEs with small diffusion and averaging.
- On large deviations of coupled diffusions with time scale separation
- On the diffusive-mean field limit for weakly interacting diffusions exhibiting phase transitions
- Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations
- Quantitative estimates of propagation of chaos for stochastic systems with \(W^{-1,\infty}\) kernels
- Random Perturbations of Reaction-Diffusion Equations: The Quasi-Deterministic Approximation
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- Stochastic particle approximation of the Keller-Segel equation and two-dimensional generalization of Bessel processes
- Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients
- Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations
- Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales
- Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations
- Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs
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Cited in
(7)- Poisson Equation on Wasserstein Space and Diffusion Approximations for Multiscale McKean–Vlasov Equation
- Maximum likelihood estimation for small noise multi-scale McKean-Vlasov stochastic differential equations
- A limit theorem of nonlinear filtering for multiscale McKean-Vlasov stochastic systems
- Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs
- Large deviation principle for multi-scale fully local monotone stochastic dynamical systems with multiplicative noise
- Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations
- Averaging principle and normal deviations for multiscale stochastic systems
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