Solving mean field rough differential equations
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Publication:2184580
DOI10.1214/19-EJP409zbMath1464.60056arXiv1802.05882OpenAlexW3005002028MaRDI QIDQ2184580
Ismaël Bailleul, François Delarue, Rémi Catellier
Publication date: 29 May 2020
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.05882
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Regularity structures (60L30)
Related Items (15)
Large \(N\) limit of the \(O(N)\) linear sigma model via stochastic quantization ⋮ A stochastic PDE approach to large N problems in quantum field theory: A survey ⋮ A McKean--Vlasov SDE and Particle System with Interaction from Reflecting Boundaries ⋮ Pathwise McKean-Vlasov theory with additive noise ⋮ Solving mean field rough differential equations ⋮ ROUGH-HESTON LOCAL-VOLATILITY MODEL ⋮ Rough paths and SPDE ⋮ Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering ⋮ Pathwise regularisation of singular interacting particle systems and their mean field limits ⋮ Non-explosion criteria for rough differential equations driven by unbounded vector fields ⋮ New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting) ⋮ Small ball probabilities, metric entropy and Gaussian rough paths ⋮ Rough nonlocal diffusions ⋮ Propagation of chaos for mean field rough differential equations ⋮ Besov rough path analysis (with an appendix by Pavel Zorin-Kranich)
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