Rate of homogenization for fully-coupled McKean–Vlasov SDEs

DOI10.1142/s0219493723500132zbMath1521.60035arXiv2202.07753MaRDI QIDQ6038470

Konstantinos V. Spiliopoulos, Unnamed Author

Publication date: 2 May 2023

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.07753

zbMATH Keywords

homogenizationergodic theoremsaveragingempirical measuremultiscale processesMcKean-Vlasov process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17) Stochastic analysis (60H99)

Related Items (1)

Poisson Equation on Wasserstein Space and Diffusion Approximations for Multiscale McKean–Vlasov Equation

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