Imagen de Portada

Particle approximation for a conditional McKean--Vlasov stochastic differential equation

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Du, Kai, Li, Yunzhang, Ye, Yuyang
Formato:	Preprint
Publicado:	2024
Materias:	Probability
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

The LDP of McKean-Vlasov stochastic differential equations with Hölder continuous conditions and integrable conditions
por: Wu, Hao, et al.
Publicado: (2025)

Multilevel Picard approximations for McKean-Vlasov stochastic differential equations with nonconstant diffusion
por: Neufeld, Ariel, et al.
Publicado: (2025)

Stability for multivalued McKean-Vlasov stochastic differential equations
por: Qiao, Huijie, et al.
Publicado: (2021)

Explicit numerical approximations for McKean-Vlasov stochastic differential equations in finite and infinite time
por: Cui, Yuanping, et al.
Publicado: (2024)

The random periodic solutions for McKean-Vlasov stochastic differential equations
por: Bao, Jianhai, et al.
Publicado: (2024)

The invariant measure of nonlinear McKean-Vlasov stochastic differential equations with common noise
por: Chen, Xing, et al.
Publicado: (2025)

McKean-Vlasov stochastic equations with Hölder coefficients
por: Pascucci, Andrea, et al.
Publicado: (2024)

The Euler-Maruyama method for invariant measures of McKean-Vlasov stochastic differential equations
por: Wang, Zhen, et al.
Publicado: (2026)

Well-posedness for path-dependent multivalued McKean-Vlasov stochastic differential equations
por: Ma, Ying, et al.
Publicado: (2025)

Particle Method for the McKean-Vlasov equation with common noise
por: Gall, Théophile Le
Publicado: (2024)

Nonlinear weak error expansion of McKean-Vlasov stochastic differential equations
por: Jourdain, Benjamin, et al.
Publicado: (2025)

Regularity and propagation of chaos for conditional McKean-Vlasov equations
por: Arnese, Manuel
Publicado: (2025)

Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent
por: Agarwal, Ankush, et al.
Publicado: (2023)

Ergodicity of conditional McKean-Vlasov jump diffusions
por: Bao, Jianhai, et al.
Publicado: (2025)

Existence and uniqueness theorems for solutions of McKean--Vlasov stochastic equations
por: Mishura, Yuliya S., et al.
Publicado: (2016)

The delay feedback control for the McKean-Vlasov stochastic differential equations with common noise
por: Chen, Xing, et al.
Publicado: (2023)

Malliavin differentiability of McKean-Vlasov SDEs with common noise
por: Bao, Jianhai, et al.
Publicado: (2025)

Rectified deep neural networks overcome the curse of dimensionality when approximating solutions of McKean--Vlasov stochastic differential equations
por: Neufeld, Ariel, et al.
Publicado: (2023)

McKean-Vlasov forward-backward doubly stochastic differential equations and applications to stochastic control
por: Al-Hussein, AbdulRahman, et al.
Publicado: (2024)

General large deviations and functional iterated logarithm law for multivalued McKean-Vlasov stochastic differential equations
por: Cheng, Lingyan, et al.
Publicado: (2025)

Empirical approximation to invariant measures of non-degenerate McKean-Vlasov dynamics
por: Cao, Wenjing, et al.
Publicado: (2023)

Particle method and quantization-based schemes for the simulation of the McKean-Vlasov equation
por: Liu, Yating
Publicado: (2022)

Entrance measures and dynamics for time-inhomogeneous McKean-Vlasov stochastic differential equations
por: Feng, Chunrong, et al.
Publicado: (2026)

Malliavin differentiability of McKean-Vlasov SDEs with locally Lipschitz coefficients
por: Reis, Goncalo dos, et al.
Publicado: (2023)

Asymptotic behaviors of multiscale McKean-Vlasov stochastic systems
por: Xiang, Jie, et al.
Publicado: (2025)

Conditional McKean-Vlasov control
por: Carmona, René, et al.
Publicado: (2025)

Fokker-Planck equations for conditional McKean-Vlasov systems driven by Brownian sheets
por: Agram, Nacira, et al.
Publicado: (2024)

McKean-Vlasov stochastic differential equations with super-linear measure arguments: well-posedness and propagation of chaos
por: Liu, Zhuoqi, et al.
Publicado: (2026)

Self-interacting approximation to McKean-Vlasov long-time limit: a Markov chain Monte Carlo method
por: Du, Kai, et al.
Publicado: (2023)

On McKean-Vlasov Branching Diffusion Processes
por: Claisse, Julien, et al.
Publicado: (2024)

Asymptotic behaviors for Volterra type McKean-Vlasov stochastic integral equations with small noise
por: Liu, Shanqi, et al.
Publicado: (2024)

McKean-Vlasov processes of bridge type
por: Bock, Wolfgang, et al.
Publicado: (2025)

Small noise asymptotic behaviors for path-dependent multivalued McKean-Vlasov stochastic differential equations
por: Ma, Ying, et al.
Publicado: (2026)

Uniform measure attractors of McKean-Vlasov stochastic reaction-diffusion equations on unbounded thin domain
por: Zeng, Tianhao, et al.
Publicado: (2024)

McKean-Vlasov equations with rough common noise
por: Friz, Peter K., et al.
Publicado: (2025)

Well-posedness of kinetic McKean-Vlasov equations
por: Pascucci, Andrea, et al.
Publicado: (2025)

On weak existence of solutions of degenerate McKean--Vlasov equations
por: Veretennikov, Alexander
Publicado: (2023)

McKean-Vlasov equations with singular coefficients - a review of recent results
por: Bondi, Luca, et al.
Publicado: (2025)

The Smoluchowski-Kramers approximation for a McKean-Vlasov equation subject to environmental noise with state-dependent friction
por: Shi, Chungang, et al.
Publicado: (2024)

Well-posedness and propagation of chaos for McKean-Vlasov stochastic variational inequalities
por: Ning, Ning, et al.
Publicado: (2024)