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Propagation of chaos for stochastic spatially structured neuronal networks with delay driven by jump diffusions
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Propagation of chaos for stochastic spatially structured neuronal networks with delay driven by jump diffusions (2020)Propagation of chaos for stochastic spati…Stochastic Partial Differential Equations: An Introduction (2015)Stochastic Partial Differenti…Well-posedness and tamed schemes for McKean–Vlasov equations with common noise (2022)Well-posedness and tamed sche…Large and Moderate Deviation Principles for McKean-Vlasov SDEs with Jumps (2022)Large and Moderate Deviation …Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables (2021)Strong convergence of Euler–M…On explicit Milstein-type scheme for McKean–Vlasov stochastic differential equations with super-linear drift coefficient (2021)On explicit Milstein-type sch…Exponential ergodicity for SDEs and McKean–Vlasov processes with Lévy noise (2021)Exponential ergodicity for SD…An adaptive Euler–Maruyama scheme for McKean–Vlasov SDEs with super-linear growth and application to the mean-field FitzHugh–Nagumo model (2021)An adaptive Euler–Maruyama sc…Multilevel Monte Carlo Path Simulation (2008)Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (2010)Probabilistic Theory of Mean Field Games with Applications II (2018)Stochastic differential equations and applications (2008)Numerical solution of stochastic differential equations (2016)A stochastic particle method for the McKean-Vlasov and the Burgers equation (1997)Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (2012)First-order convergence of Milstein schemes for McKean–Vlasov equations and interacting particle systems (2021)Stochastic Differential Equations and Diffusion Processes (1983)Limit Theorems for Stochastic Processes (1987)Mean-field stochastic differential equations and associated PDEs (2017)Large Deviation Principle for McKean–Vlasov Quasilinear Stochastic Evolution Equations (2021)McKean–Vlasov SDE and SPDE with locally monotone coefficients (2024)On stochastic equations with respect to semimartingales I.† (1980)From nonlinear Fokker–Planck equations to solutions of distribution dependent SDE (2020)Central limit type theorem and large deviation principle for multi-scale McKean–Vlasov SDEs (2023)Exponential ergodicity for singular reflecting McKean–Vlasov SDEs (2023)Brownian motion and stochastic calculus (1991)Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Tamed Euler–Maruyama approximation of McKean–Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients (2022)Stabilities of delay stochastic McKean-Vlasov equations in the G-framework (2024)The Well-Posedness and Stabilities of Mean-Field Stochastic Differential Equations Driven by G-Brownian Motion (2025)Strong convergence order for slow–fast McKean–Vlasov stochastic differential equations (2021)Distribution dependent SDEs driven by fractional Brownian motions (2022)Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs (2022)
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References

  • 2015Stochastic Partial Differential Equations: An Introduction541 cited

Cited by

  • 2021Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables52 cited
  • 2022Large and Moderate Deviation Principles for McKean-Vlasov SDEs with Jumps51 cited
  • 2021Exponential ergodicity for SDEs and McKean–Vlasov processes with Lévy noise43 cited
  • 2022Well-posedness and tamed schemes for McKean–Vlasov equations with common noise40 cited
  • 2021An adaptive Euler–Maruyama scheme for McKean–Vlasov SDEs with super-linear growth and application to the mean-field FitzHugh–Nagumo model39 cited
  • 2021On explicit Milstein-type scheme for McKean–Vlasov stochastic differential equations with super-linear drift coefficient35 cited

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