Cover Image

Asymptotic behaviors for Volterra type McKean-Vlasov stochastic integral equations with small noise

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Liu, Shanqi, Hu, Yaozhong, Gao, Hongjun
Format:	Preprint
Published:	2024
Subjects:	Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Limit error distributions of Milstein scheme for stochastic Volterra equations with singular kernels
by: Liu, Shanqi, et al.
Published: (2024)

Central limit theorem of Multilevel Monte Carlo Euler estimators for Stochastic Volterra equations with fractional kernels
by: Liu, Shanqi, et al.
Published: (2025)

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

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

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

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

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

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

Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion
by: Gao, Shuaibin, et al.
Published: (2024)

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

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

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

The adaptive EM schemes for McKean-Vlasov SDEs with common noise in finite and infinite horizons
by: Liu, Hu, et al.
Published: (2025)

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

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

Particle approximation for a conditional McKean--Vlasov stochastic differential equation
by: Du, Kai, et al.
Published: (2024)

Long time behavior of one-dimensional McKean-Vlasov SDEs with common noise
by: Jianhai, Bao, et al.
Published: (2024)

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

Exponential contractivity and propagation of chaos for Langevin dynamics of McKean-Vlasov type with Lévy noises
by: Liu, Yao, et al.
Published: (2024)

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

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

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

McKean-Vlasov SDE and SPDE with Locally Monotone Coefficients
by: Hong, Wei, et al.
Published: (2022)

Conditional McKean-Vlasov control
by: Carmona, René, et al.
Published: (2025)

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

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

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

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

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

The small mass limit for a McKean-Vlasov equation with state-dependent friction
by: Shi, Chungang, et al.
Published: (2024)

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

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

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

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

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

Propagation of chaos and Razumikhin theorem for the nonlinear McKean-Vlasov SFDEs with common noise
by: Chen, Xing, et al.
Published: (2025)

Asymptotics of Multi-Scale McKean--Vlasov Diffusions with Super-Linear Kernels: a Lifted Semigroup Approach
by: Hong, Wei, et al.
Published: (2026)

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

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

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