McKean-Vlasov diffusions: from the asynchronization to the synchronization

DOI10.1016/j.crma.2011.08.002zbMath1245.60073OpenAlexW2057187754MaRDI QIDQ640897

Julian Tugaut

Publication date: 21 October 2011

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2011.08.002

zbMATH Keywords

McKean-Vlasov diffusionssymmetric stationary measures

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (4)

Stationary solutions of the Vlasov-Fokker-Planck equation: existence, characterization and phase-transition ⋮ Self-stabilizing processes in multi-wells landscape in \(\mathbb{R}^d\)-invariant probabilities ⋮ Maximum likelihood estimation of McKean-Vlasov stochastic differential equation and its application ⋮ A variational approach to nonlinear and interacting diffusions

Cites Work

• Stationary measures for self-stabilizing processes: asymptotic analysis in the small noise limit
• Large deviations and a Kramers' type law for self-stabilizing diffusions
• Non-uniqueness of stationary measures for self-stabilizing processes
• The Eyring-Kramers law for potentials with nonquadratic saddles

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