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On a strong form of propagation of chaos for McKean-Vlasov equations
5 references·12 citing·43 second hop
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this work references cited by second hop

References

  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 2007Mean field games2,638 cited
  • 1988On the McKean‐Vlasov Limit for Interacting Diffusions235 cited
  • 2015A probabilistic weak formulation of mean field games and applications178 cited
  • 2021Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations176 cited

Cited by

  • 2020Simulation of McKean–Vlasov SDEs with super-linear growth68 cited
  • 2022Weak quantitative propagation of chaos via differential calculus on the space of measures50 cited
  • 2020Mckean-Vlasov sdes with drifts discontinuous under wasserstein distance46 cited
  • 2021Nonparametric estimation for interacting particle systems: McKean–Vlasov models38 cited
  • 2021Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space36 cited
  • 2022Distribution dependent SDEs driven by additive fractional Brownian motion32 cited
  • 2023Online parameter estimation for the McKean–Vlasov stochastic differential equation26 cited
  • 2019Weak solutions to Vlasov–McKean equations under Lyapunov-type conditions26 cited
  • 2023Closed-loop convergence for mean field games with common noise26 cited
  • 2022

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Singular McKean-Vlasov (reflecting) SDEs with distribution dependent noise
26 cited
  • 2024Wellposedness of Second Order Master Equations for Mean Field Games with Nonsmooth Data25 cited
  • 2022The LAN property for McKean–Vlasov models in a mean-field regime24 cited