A method of moments estimator for interacting particle systems and their mean field limit

PDEs in connection with mechanics of particles and systems of particles (35Q70) Vlasov equations (35Q83) Fokker-Planck equations (35Q84) Diffusion processes (60J60) Inference from stochastic processes and prediction (62M20) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

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Nonparametric moment method for scalar McKean-Vlasov stochastic differential equations
Amplitude equation for N-SPDEs with cubic nonlinearity in mean field limit
Linearization of ergodic McKean SDEs and applications
Approximating particle-based clustering dynamics by stochastic PDEs
Bayesian nonparametric inference in McKean-Vlasov models
Filtered data based estimators for stochastic processes driven by colored noise
A Fourier-based inference method for learning interaction kernels in particle systems
LAMN property for drift inference in systems of stochastic differential equations with common noise

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