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Strong Convergence of Propagation of Chaos for McKean–Vlasov SDEs with Singular Interactions
12 references·0 citing·41 second hop
Strong Convergence of Propagation of Chaos for McKean–Vlasov SDEs with Singular Interactions (2024)Strong Convergence of Propagation of Chao…Well-posedness of distribution dependent SDEs with singular drifts (2021)Well-posedness of distributio…Approximations of McKean–Vlasov Stochastic Differential Equations with Irregular Coefficients (2021)Approximations of McKean–Vlas…Lq(Lp) -theory of stochastic differential equations (2020)Lq(Lp) -theory of stochastic …From nonlinear Fokker–Planck equations to solutions of distribution dependent SDE (2020)From nonlinear Fokker–Planck …A discretized version of Krylov’s estimate and its applications (2019)A discretized version of Kryl…On a strong form of propagation of chaos for McKean-Vlasov equations (2018)On a strong form of propagati…Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games (2016)Weak Solutions of Mean-Field …A STOCHASTIC GRONWALL LEMMA (2013)A STOCHASTIC GRONWALL LEMMALarge systems of diffusions interacting through their ranks (2012)Large systems of diffusions i…Strong solutions of stochastic equations with singular time dependent drift (2004)Strong solutions of stochasti…Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers' equations (1997)Diffusions with a nonlinear i…A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)A TRANSFORMATION OF THE PHASE…On the uniqueness of solutions of stochastic differential equations (1971)Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients (2011)Averaging along irregular curves and regularisation of ODEs (2016)On stochastic differential equations (1951)ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS (1981)Optimization of the flow of dividends (1995)Ergodic Control of Diffusion Processes (2011)Brownian Motion and Stochastic Calculus (1998)Limit Theorems for Stochastic Processes (2003)Brownian Motion and Stochastic Calculus (2007)A Mean Field Competition (2019)McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations (2022)A General Stochastic Maximum Principle for Optimal Control Problems (1990)A Generalized dynamic programming principle and hamilton-jacobi-bellman equation (1992)Mean field games (2007)General mean-field BSDEs with continuous coefficients (2018)Strong solutions of mean-field stochastic differential equations with irregular drift (2018)Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space (2021)On the McKean‐Vlasov Limit for Interacting Diffusions (1988)Mckean-Vlasov sdes with drifts discontinuous under wasserstein distance (2020)Simulation of McKean–Vlasov SDEs with super-linear growth (2020)Weak quantitative propagation of chaos via differential calculus on the space of measures (2022)Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients (2007)Distribution dependent SDEs with singular coefficients (2018)Distribution dependent stochastic differential equations (2021)Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations (2021)Large and Moderate Deviation Principles for McKean-Vlasov SDEs with Jumps (2022)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)On the Strong Solutions of Stochastic Differential Equations (1980)Singular McKean-Vlasov (reflecting) SDEs with distribution dependent noise (2022)An Intertemporal General Equilibrium Model of Asset Prices (1985)A Concise Course on Stochastic Partial Differential Equations (2007)Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables (2021)Tamed Euler–Maruyama approximation of McKean–Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients (2022)Well-posedness and tamed schemes for McKean–Vlasov equations with common noise (2022)Probabilistic Analysis of Mean-Field Games (2013)Probabilistic Theory of Mean Field Games with Applications II (2018)Strong convergence order for slow–fast McKean–Vlasov stochastic differential equations (2021)Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (2022)Distribution dependent reflecting stochastic differential equations (2023)
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References

  • 1974A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT430 cited
  • 2004Strong solutions of stochastic equations with singular time dependent drift420 cited
  • 2020From nonlinear Fokker–Planck equations to solutions of distribution dependent SDE118 cited
  • 2021Well-posedness of distribution dependent SDEs with singular drifts117 cited
  • 2018On a strong form of propagation of chaos for McKean-Vlasov equations102 cited
  • 2012Large systems of diffusions interacting through their ranks59 cited
  • 2020Lq(Lp) -theory of stochastic differential equations59 cited
  • 2021Approximations of McKean–Vlasov Stochastic Differential Equations with Irregular Coefficients58 cited
  • 2013A STOCHASTIC GRONWALL LEMMA52 cited
  • 2016Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games49 cited
  • 1997Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers' equations36 cited
  • 2019A discretized version of Krylov’s estimate and its applications25 cited

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