The following pages link to Nonlinear diffusion with jumps (Q1201368):
Displaying 21 items.
- Nonlinear diffusions and stable-like processes with coefficients depending on the median or var (Q373002) (← links)
- McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets (Q1185785) (← links)
- Propagation of chaos for a fully connected loss network with alternate routing (Q1208939) (← links)
- Fluctuations for a fully connected loss network with alternate routing (Q1338764) (← links)
- Chaos hypothesis for a system interacting through shared resources (Q1342496) (← links)
- Stochastic particle approximations for generalized Boltzmann models and convergence estimates (Q1356333) (← links)
- Nonlinear martingale problems involving singular integrals (Q1874458) (← links)
- A class of second-order McKean-Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps (Q2004498) (← links)
- Propagation of chaos: a review of models, methods and applications. I: Models and methods (Q2088752) (← links)
- Collective proposal distributions for nonlinear MCMC samplers: mean-field theory and fast implementation (Q2106803) (← links)
- Household epidemic models and McKean-Vlasov Poisson driven stochastic differential equations (Q2135269) (← links)
- Well-posedness of some non-linear stable driven SDEs (Q2229370) (← links)
- Dynamic contagion in a banking system with births and defaults (Q2292038) (← links)
- Interacting diffusions on random graphs with diverging average degrees: hydrodynamics and large deviations (Q2328693) (← links)
- Existence of densities for jumping stochastic differential equations (Q2490049) (← links)
- De Giorgi type results for equations with nonlocal lower-order terms (Q2687945) (← links)
- Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers' equations (Q4386043) (← links)
- McKean–Vlasov limit for interacting systems with simultaneous jumps (Q4634147) (← links)
- A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps (Q5086642) (← links)
- Consensus-based optimization via jump-diffusion stochastic differential equations (Q6102917) (← links)
- Measure-dependent non-linear diffusions with superlinear drifts: asymptotic behaviour of the first exit-times (Q6654834) (← links)
