Reflecting image-dependent SDEs in Wasserstein space and large deviation principle

DOI10.1080/17442508.2023.2199125MaRDI QIDQ6189976zbMATH OpenFDO

Authors Xue Yang

Publication date 5 February 2024

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2023.2199125

zbMATH Keywords

Wasserstein spacelarge deviation principleMcKean-Vlasov SDEintrinsic/Lions derivativeimage-dependent SDEreflecting problem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales and classical analysis (60G46)

Recommendations

• Image-dependent conditional McKean-Vlasov SDEs for measure-valued diffusion processes
• A large deviation principle for reflected SPDEs on infinite spatial domain
• Large deviation principle for reflected stochastic differential equations driven by G-Brownian motion in non-convex domains
• White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles

Cites work

• scientific article; zbMATH DE number 3774629 (Why is no real title available?)
• scientific article; zbMATH DE number 45955 (Why is no real title available?)
• A variational representation for certain functionals of Brownian motion
• A variational representation for positive functionals of infinite dimensional Brownian motion
• BSDEs with mean reflection
• Backward doubly SDEs and semilinear stochastic PDEs in a convex domain
• Bismut formula for Lions derivative of distribution dependent SDEs and applications
• Equations différentielles stochastiques rétrogrades réfléchies dans un convexe
• Forward and backward stochastic differential equations with normal constraints in law
• Freidlin-Wentzell LDP in path space for McKean-Vlasov equations and the functional iterated logarithm law
• From the master equation to mean field game limit theory: a central limit theorem
• Image-dependent conditional McKean-Vlasov SDEs for measure-valued diffusion processes
• Large and moderate deviation principles for McKean-Vlasov SDEs with jumps
• Large deviation principles of obstacle problems for quasilinear stochastic PDEs
• Large deviation problem for some parabolic itǒ equations
• Large deviations and a Kramers' type law for self-stabilizing diffusions
• Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts
• Large deviations for empirical measures of mean-field Gibbs measures
• Large deviations for infinite dimensional stochastic dynamical systems
• Large deviations for stochastic evolution equations with small multiplicative noise
• Large deviations for stochastic tamed 3D Navier-Stokes equations
• Mean field games with common noise
• Mean reflected stochastic differential equations with jumps
• Penalization schemes for reflecting stochastic differential equations
• Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations
• Stochastic differential equations with reflecting boundary condition in convex regions
• Stochastic differential equations with reflecting boundary conditions
• Systems of stochastic partial differential equations with reflection: existence and uniqueness
• The Master Equation and the Convergence Problem in Mean Field Games
• White noise driven quasilinear SPDEs with reflection

Cited in

(1)

• Exponential ergodicity for reflected SDEs with interaction in a multidimensional general domain

This page was built for publication: Reflecting image-dependent SDEs in Wasserstein space and large deviation principle

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6189976)