Pathwise McKean-Vlasov theory with additive noise
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Publication:2657942
DOI10.1214/20-AAP1560zbMath1470.60083arXiv1812.11773MaRDI QIDQ2657942
Michele Coghi, Mario Maurelli, Jean-Dominique Deuschel, Peter K. Friz
Publication date: 18 March 2021
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.11773
Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Large deviations (60F10) Boundary theory for Markov processes (60J50) Exchangeability for stochastic processes (60G09)
Related Items (14)
Large \(N\) limit of the \(O(N)\) linear sigma model via stochastic quantization ⋮ Distribution dependent SDEs driven by additive continuous noise ⋮ A stochastic PDE approach to large N problems in quantum field theory: A survey ⋮ Distribution dependent SDEs driven by fractional Brownian motions ⋮ A McKean--Vlasov SDE and Particle System with Interaction from Reflecting Boundaries ⋮ Distribution dependent SDEs driven by additive fractional Brownian motion ⋮ Mean-Field Sparse Optimal Control of Systems with Additive White Noise ⋮ Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering ⋮ Pathwise regularisation of singular interacting particle systems and their mean field limits ⋮ Small ball probabilities, metric entropy and Gaussian rough paths ⋮ Rough nonlocal diffusions ⋮ A law of large numbers for interacting diffusions via a mild formulation ⋮ An emergent autonomous flow for mean-field spin glasses ⋮ Nonparametric estimation for interacting particle systems: McKean-Vlasov models
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