McKean-Vlasov diffusions: from the asynchronization to the synchronization

DOI10.1016/J.CRMA.2011.08.002MaRDI QIDQ640897zbMATHOpenAlexFDO

Authors Julian Tugaut

Publication date 21 October 2011

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2011.08.002

zbMATH Keywords

McKean-Vlasov diffusionssymmetric stationary measures

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

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Cites work

• Large deviations and a Kramers' type law for self-stabilizing diffusions
• Stationary measures for self-stabilizing processes: asymptotic analysis in the small noise limit
• The Eyring-Kramers law for potentials with nonquadratic saddles

Cited in

(6)

• Fluctuation analysis of synchronized system
• A variational approach to nonlinear and interacting diffusions
• Stationary measures for self-stabilizing processes: asymptotic analysis in the small noise limit
• Maximum likelihood estimation of McKean-Vlasov stochastic differential equation and its application
• Stationary solutions of the Vlasov-Fokker-Planck equation: existence, characterization and phase-transition
• Self-stabilizing processes in multi-wells landscape in \(\mathbb{R}^d\)-invariant probabilities

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