Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type
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- A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation
- A countable representation of the Fleming-Viot measure-valued diffusion
- A martingale approach to the law of large numbers for weakly interacting stochastic processes
- Advanced synergetics. Instability hierarchies of self-organizing systems and devices
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- FROM DISCRETE DETERMINISTIC DYNAMICS TO BROWNIAN MOTIONS
- Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
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- On Smoothness Conditions for Trajectories of Random Functions
- On the McKean-Vlasov Limit for Interacting Diffusions
- On the existence of random mckean–vlasov limits for triangular arrays of exchangeable diffusions
- Particle representations for a class of nonlinear SPDEs
- Stochastic McKean-Vlasov equations
- Stochastic evolution equations and related measure processes
- Stochastic partial differential equations for some measure-valued diffusions
- Weak limit theorems for stochastic integrals and stochastic differential equations
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- Systemic risk and default clustering for large financial systems
- Fast mean-reversion asymptotics for large portfolios of stochastic volatility models
- Mean-field backward stochastic differential equations with subdifferential operator and its applications
- Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations
- Gradient estimates and exponential ergodicity for mean-field SDEs with jumps
- Regularity and Sensitivity for McKean-Vlasov Type SPDEs Generated by Stable-like Processes
- Stochastic recursive optimal control of McKean-Vlasov type: a viscosity solution approach
- Conditional distributions, exchangeable particle systems, and stochastic partial differential equations
- Stochastic ordinary and stochastic partial differential equations. Transition from microscopic to macroscopic equations.
- Conservation of total vorticity for a 2D stochastic Navier-Stokes equation
- Large deviations for flows of interacting Brownian motions
- Marginal dynamics of interacting diffusions on unimodular Galton-Watson trees
- Stochastic evolution equations for large portfolios of stochastic volatility models
- Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs
- Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction
- Rate control under heavy traffic with strategic servers
- Stochastic PDEs for large portfolios with general mean-reverting volatility processes
- Rate of homogenization for fully-coupled McKean–Vlasov SDEs
- Particle representations for stochastic partial differential equations with boundary conditions
- An Itô formula for rough partial differential equations and some applications
- Risk-sensitive mean-field-type games with \(L^p\)-norm drifts
- Hydrodynamic limit of a stochastic model of proliferating cells with chemotaxis
- Large deviations of mean-field stochastic differential equations with jumps
- Mean field interaction on random graphs with dynamically changing multi-color edges
- Information upper bound for McKean–Vlasov stochastic differential equations
- A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation
- Regularity for distribution-dependent SDEs driven by jump processes
- Smooth solutions of quasilinear stochastic partial differential equations of McKean-Vlasov type
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