Sticky nonlinear SDEs and convergence of McKean-Vlasov equations without confinement
DOI10.1007/s40072-023-00315-8zbMath1545.60065MaRDI QIDQ6606156
Alain Durmus, Arnaud Guillin, Andreas Eberle, Katharina Schuh
Publication date: 16 September 2024
Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)
convergence to equilibriumMcKean-Vlasov equationsticky couplingsticky nonlinear SDEunconfined dynamics
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Reflection couplings and contraction rates for diffusions
- Synchronization and random long time dynamics for mean-field plane rotators
- Steady states in a structured epidemic model with Wentzell boundary condition
- Contractions in the 2-Wasserstein length space and thermalization of granular media
- Dynamical aspects of mean field plane rotators and the Kuramoto model
- Association rates of diffusion-controlled reactions in two dimensions
- Ecole d'été de probabilités de Saint-Flour XIX, France, du 16 août au 2 septembre 1989
- A non-Maxwellian steady distribution for one-dimensional granular media
- Convergence to equilibrium for granular media equations and their Euler schemes
- Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates
- Uniform convergence to equilibrium for granular media
- On the diffusive-mean field limit for weakly interacting diffusions exhibiting phase transitions
- McKean-Vlasov SDEs under measure dependent Lyapunov conditions
- Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems
- Sticky couplings of multidimensional diffusions with different drifts
- Long-time behaviour and phase transitions for the McKean-Vlasov equation on the torus
- A stochastic differential equation with a sticky point
- Probabilistic approach for granular media equations in the non-uniformly convex case
- A. Skorohod's stochastic integral equation for a reflecting barrier diffusion
- On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions
- On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions. II
- The general diffusion operator and positivity preserving semigroups in one dimension
- Stochastic differential equations for sticky Brownian motion
- On the construction of two-dimensional diffusion processes satisfying Wentzell’s boundary conditions and its application to boundary value problems
- A certain class of diffusion processes associated with nonlinear parabolic equations
- Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes
- Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations
- An elementary approach to uniform in time propagation of chaos
- A positive interest rate model with sticky barrier
- A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
- Stochastic Equations for Diffusion Processes in a Bounded Region. II
- Diffusion processes with boundary conditions
- Diffusion Processes in One Dimension
- Probability theory. A comprehensive course
This page was built for publication: Sticky nonlinear SDEs and convergence of McKean-Vlasov equations without confinement