Pages that link to "Item:Q2415506"

The following pages link to Freidlin-Wentzell LDP in path space for McKean-Vlasov equations and the functional iterated logarithm law (Q2415506):

Displaying 48 items.

• Optimal control of mean field equations with monotone coefficients and applications in neuroscience (Q832627) (← links)
• McKean-Vlasov SDEs under measure dependent Lyapunov conditions (Q2041835) (← links)
• Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs (Q2051411) (← links)
• Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise (Q2077338) (← links)
• Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients (Q2085680) (← links)
• Well-posedness and tamed schemes for McKean-Vlasov equations with common noise (Q2094568) (← links)
• Distribution dependent SDEs driven by additive continuous noise (Q2119687) (← links)
• Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients (Q2135203) (← links)
• A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations (Q2141250) (← links)
• Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations (Q2153080) (← links)
• Limit theorems for additive functionals of path-dependent SDEs (Q2191144) (← links)
• From fluctuating kinetics to fluctuating hydrodynamics: a \(\Gamma \)-convergence of large deviations functionals approach (Q2194200) (← links)
• Large deviations for interacting particle systems: joint mean-field and small-noise limit (Q2201487) (← links)
• Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations (Q2238989) (← links)
• On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient (Q2243913) (← links)
• Least squares estimation for path-distribution dependent stochastic differential equations (Q2245071) (← links)
• Donsker-Varadhan large deviations for path-distribution dependent SPDEs (Q2660458) (← links)
• Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts (Q2668500) (← links)
• Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems (Q5039273) (← links)
• Weak solutions to Vlasov–McKean equations under Lyapunov-type conditions (Q5213054) (← links)
• On the convergence of carathéodory numerical scheme for Mckean-Vlasov equations (Q5859958) (← links)
• Asymptotic behavior of stochastic currents under large deviation scaling with mean field interaction and vanishing noise (Q5870825) (← links)
• Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems (Q6041820) (← links)
• Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions (Q6048982) (← links)
• McKean-Vlasov BSDEs with locally monotone coefficient (Q6050136) (← links)
• Large and moderate deviation principles for McKean-Vlasov SDEs with jumps (Q6072418) (← links)
• Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs (Q6095835) (← links)
• Importance sampling for McKean-Vlasov SDEs (Q6106020) (← links)
• Large and moderate deviation principles for path-distribution-dependent stochastic differential equations (Q6107305) (← links)
• The tamed Euler-Maruyama approximation of Mckean-Vlasov stochastic differential equations and asymptotic error analysis (Q6107313) (← links)
• Large deviation principle for distribution dependent S(P)DEs with singular drift (Q6107315) (← links)
• Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes (Q6107316) (← links)
• Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations (Q6107317) (← links)
• Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations (Q6110888) (← links)
• Parameter estimation of discretely observed interacting particle systems (Q6116557) (← links)
• The locally homeomorphic property of McKean-Vlasov SDEs under the global Lipschitz condition (Q6139820) (← links)
• Importance sampling for the empirical measure of weakly interacting diffusions (Q6142541) (← links)
• An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion (Q6143058) (← links)
• Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations (Q6145205) (← links)
• The most likely transition path for a class of distribution-dependent stochastic systems (Q6151513) (← links)
• One-dimensional McKean-Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients (Q6204187) (← links)
• McKean-Vlasov SDE and SPDE with locally monotone coefficients (Q6590454) (← links)
• An explicit Milstein-type scheme for interacting particle systems and McKean-Vlasov SDEs with common noise and non-differentiable drift coefficients (Q6590459) (← links)
• Rectified deep neural networks overcome the curse of dimensionality when approximating solutions of McKean-Vlasov stochastic differential equations (Q6614361) (← links)
• Large deviation principle for McKean-Vlasov SDEs with non-Lipschitz coefficients (Q6624123) (← links)
• A probabilistic approach to small noise limit for PDEs in the Wasserstein space (Q6631925) (← links)
• Maximum likelihood estimation for small noise multi-scale McKean-Vlasov stochastic differential equations (Q6632628) (← links)
• General mean-field reflected backward stochastic differential equations with locally monotone coefficients (Q6650760) (← links)