Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems
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Publication:6041820
DOI10.1016/J.JDE.2023.03.055zbMATH Open1518.37079MaRDI QIDQ6041820FDOQ6041820
Publication date: 15 May 2023
Published in: Journal of Differential Equations (Search for Journal in Brave)
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Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05) Infinite-dimensional random dynamical systems; stochastic equations (37L55)
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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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