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1Report
المؤلفون: Guo, Gaoyue
المساهمون: Mathématiques et Informatique pour la Complexité et les Systèmes (MICS), CentraleSupélec-Université Paris-Saclay
المصدر: https://hal.science/hal-04584970 ; 2024.
مصطلحات موضوعية: Budget control drifted Brownian motion hitting times interacting particle systems large system limits McKean-Vlasov equation mean-field interactions systemic risk AMS 2010 Mathematics Subject Classification: 35K10 60H30 60K35 91G80, Budget control, drifted Brownian motion, hitting times, interacting particle systems, large system limits, McKean-Vlasov equation, mean-field interactions, systemic risk AMS 2010 Mathematics Subject Classification: 35K10, 60H30, 60K35, 91G80, [MATH]Mathematics [math]
Relation: hal-04584970; https://hal.science/hal-04584970; https://hal.science/hal-04584970/document; https://hal.science/hal-04584970/file/2212.08518v2.pdf
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2Report
المؤلفون: Ag Aboubacrine Assadeck, Mohamed Alfaki
المساهمون: SFR UA MathSTIC (MATHSTIC), Université d'Angers (UA), Laboratoire Angevin de Recherche en Mathématiques (LAREMA), Université d'Angers (UA)-Centre National de la Recherche Scientifique (CNRS), Faculté des Sciences, Université d'Angers
المصدر: https://hal.science/hal-04110753 ; 2024.
مصطلحات موضوعية: U-statistics propagation of chaos polynomial interaction (kinetic) Fokker-Planck equation McKean-Vlasov equation functional inequalities convergence to equilibrium (hypo)coercivity Mathematics Subject Classification. 39B62 82C31 26D10 47D07 60G10 60H10 60J60, U-statistics, propagation of chaos, polynomial interaction, (kinetic) Fokker-Planck equation, McKean-Vlasov equation, functional inequalities, convergence to equilibrium, (hypo)coercivity Mathematics Subject Classification. 39B62, 82C31, 26D10, 47D07, 60G10, 60H10, 60J60, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP], [MATH.MATH-CA]Mathematics [math]/Classical Analysis and ODEs [math.CA], [MATH.MATH-FA]Mathematics [math]/Functional Analysis [math.FA], [MATH.MATH-HO]Mathematics [math]/History and Overview [math.HO], [MATH.MATH-SP]Mathematics [math]/Spectral Theory [math.SP]
Relation: info:eu-repo/semantics/altIdentifier/arxiv/2306.01347; hal-04110753; https://hal.science/hal-04110753; https://hal.science/hal-04110753v3/document; https://hal.science/hal-04110753v3/file/On%20the%20Exponential%20Ergodicity%20of%20the%20McKean-Vlasov%20SDE.AGABOUBACRINEASSADECKMA%20%28Fevrier%202024%29.zip; ARXIV: 2306.01347
الاتاحة: https://hal.science/hal-04110753
https://hal.science/hal-04110753v3/document
https://hal.science/hal-04110753v3/file/On%20the%20Exponential%20Ergodicity%20of%20the%20McKean-Vlasov%20SDE.AGABOUBACRINEASSADECKMA%20%28Fevrier%202024%29.zip -
3Academic Journal
المؤلفون: Videla, Leonardo, Tejo, Mauricio, Quiñinao, Cristóbal, Marquet, Pablo A, Rebolledo, Rolando
المصدر: J Math Biol ; ISSN:1432-1416 ; Volume:90 ; Issue:2
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4Report
المؤلفون: Le Gall, Théophile
المساهمون: CEntre de REcherches en MAthématiques de la DEcision (CEREMADE), Université Paris Dauphine-PSL, Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-Centre National de la Recherche Scientifique (CNRS)
المصدر: https://hal.science/hal-04851158 ; 2024.
مصطلحات موضوعية: Euler scheme, McKean-Vlasov equation with common noise, Mean-field limits, Numerical analysis of the particle method, [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA], [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
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5Report
المؤلفون: Grass, Jules, Guillin, Arnaud, Poquet, Christophe
المساهمون: Probabilités, statistique, physique mathématique (PSPM), Institut Camille Jordan (ICJ), École Centrale de Lyon (ECL), Université de Lyon-Université de Lyon-Université Claude Bernard Lyon 1 (UCBL), Université de Lyon-Institut National des Sciences Appliquées de Lyon (INSA Lyon), Université de Lyon-Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Université Jean Monnet - Saint-Étienne (UJM)-Centre National de la Recherche Scientifique (CNRS)-École Centrale de Lyon (ECL), Université de Lyon-Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Université Jean Monnet - Saint-Étienne (UJM)-Centre National de la Recherche Scientifique (CNRS), Laboratoire de Mathématiques Blaise Pascal (LMBP), Université Clermont Auvergne 2017-2020 (UCA 2017-2020 )-Centre National de la Recherche Scientifique (CNRS), ANR-23-CE40-0003,CONVIVIALITY,Convegence et interactions via Analyse et Probabilités(2023), ANR-23-EXMA-0001,Pilotage et gouvernance du programme MATHS VivES,Pilotage et gouvernance du programme MATHS VivES(2023), ANR-19-CE40-0023,PERISTOCH,Phénomènes périodiques dans les systèmes stochastiques(2019)
المصدر: https://hal.science/hal-04755491 ; 2024.
مصطلحات موضوعية: McKean-Vlasov equation, propagation of chaos, sharp rates, non constant diffusion, 65C35, 35K55, 65C05, 82C22, 26D10, 60E15, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
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6Report
المؤلفون: Ag Aboubacrine Assadeck, Mohamed Alfaki
المساهمون: SFR UA MathSTIC (MATHSTIC), Université d'Angers (UA), Laboratoire Angevin de Recherche en Mathématiques (LAREMA), Université d'Angers (UA)-Centre National de la Recherche Scientifique (CNRS), Faculté des Sciences, Université d'Angers
المصدر: https://hal.science/hal-04110753 ; 2023.
مصطلحات موضوعية: U-statistics propagation of chaos polynomial interaction (kinetic) Fokker-Planck equation McKean-Vlasov equation functional inequalities convergence to equilibrium (hypo)coercivity Mathematics Subject Classification. 39B62 82C31 26D10 47D07 60G10 60H10 60J60, U-statistics, propagation of chaos, polynomial interaction, (kinetic) Fokker-Planck equation, McKean-Vlasov equation, functional inequalities, convergence to equilibrium, (hypo)coercivity Mathematics Subject Classification. 39B62, 82C31, 26D10, 47D07, 60G10, 60H10, 60J60, [MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP], [MATH.MATH-CA]Mathematics [math]/Classical Analysis and ODEs [math.CA], [MATH.MATH-FA]Mathematics [math]/Functional Analysis [math.FA], [MATH.MATH-HO]Mathematics [math]/History and Overview [math.HO], [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-SP]Mathematics [math]/Spectral Theory [math.SP]
Relation: info:eu-repo/semantics/altIdentifier/arxiv/2306.01347; hal-04110753; https://hal.science/hal-04110753; https://hal.science/hal-04110753/document; https://hal.science/hal-04110753/file/main.pdf; ARXIV: 2306.01347
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7Academic Journal
المؤلفون: Liu, Yating, Pagès, Gilles
المساهمون: CEntre de REcherches en MAthématiques de la DEcision (CEREMADE), Université Paris Dauphine-PSL, Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-Centre National de la Recherche Scientifique (CNRS), Laboratoire de Probabilités, Statistique et Modélisation (LPSM (UMR_8001)), Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité)
المصدر: ISSN: 1050-5164.
مصطلحات موضوعية: Convergence rate of the Euler scheme, Diffusion process, Functional convex order, McKean-Vlasov equation, Mean-field games, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Relation: info:eu-repo/semantics/altIdentifier/arxiv/2005.03154; hal-03891180; https://cnrs.hal.science/hal-03891180; https://cnrs.hal.science/hal-03891180/document; https://cnrs.hal.science/hal-03891180/file/2005.03154.pdf; ARXIV: 2005.03154
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8Academic Journal
المصدر: Stochastic Processes and Their Applications, 163, 350 - 386 (2023-09)
مصطلحات موضوعية: Asymptotic normality, Consistency, Interacting particle systems, McKean–Vlasov equation, Nonlinear diffusion, Parameter estimation, Discrete observations, Interacting particle system, Interacting particles, Joint parameter estimations, McKean-Vlasov equations, Parameters estimation, Stochastics, Statistics and Probability, Modeling and Simulation, Applied Mathematics, Nonlinear, diffusion, Physical, chemical, mathematical & earth Sciences, Mathematics, Physique, chimie, mathématiques & sciences de la terre, Mathématiques
Relation: info:eu-repo/grantAgreement/EC/H2020/815703; https://api.elsevier.com/content/article/PII:S0304414923001321?httpAccept=text/xml; urn:issn:0304-4149; urn:issn:1879-209X; https://orbilu.uni.lu/handle/10993/58079; info:hdl:10993/58079; wos:001040161800001
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9Academic Journal
المؤلفون: Song, Jian, Xiao, Yimin, YUAN, Wangjun
المصدر: Stochastic Processes and Their Applications, 166, 104231 (2023-12)
مصطلحات موضوعية: Brownian sheet, Dyson Brownian motion, Empirical spectral measure, High-dimensional limit, McKean–Vlasov equation, Random matrix, Eigen-value, High-dimensional, Higher-dimensional, McKean-Vlasov equations, Spectral measure, Statistics and Probability, Modeling and Simulation, Applied Mathematics, Physical, chemical, mathematical & earth Sciences, Mathematics, Physique, chimie, mathématiques & sciences de la terre, Mathématiques
Relation: https://api.elsevier.com/content/article/PII:S030441492300203X?httpAccept=text/xml; urn:issn:0304-4149; urn:issn:1879-209X; https://orbilu.uni.lu/handle/10993/57992; info:hdl:10993/57992; https://orbilu.uni.lu/bitstream/10993/57992/1/arXiv2103.07378v1.pdf
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10Report
المؤلفون: Qin, Yifeng
المساهمون: Laboratoire Analyse et de Mathématiques Appliquées (LAMA), Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Centre National de la Recherche Scientifique (CNRS)-Université Gustave Eiffel, Mathematical Risk Handling (MATHRISK), Université Paris-Est Marne-la-Vallée (UPEM)-École nationale des ponts et chaussées (ENPC)-Inria de Paris, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)
المصدر: https://hal.science/hal-03868434 ; 2023.
مصطلحات موضوعية: Mckean-Vlasov equation, Boltzmann equation, Malliavin calculus, Total variation distance, Wasserstein distance, Particle system, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
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11Report
المؤلفون: Bernou, Armand, Liu, Yating
المساهمون: Dipartimento di Matematica "Guido Castelnuovo" Roma I (Sapienza University of Rome), Università degli Studi di Roma "La Sapienza" = Sapienza University Rome (UNIROMA), CEntre de REcherches en MAthématiques de la DEcision (CEREMADE), Université Paris Dauphine-PSL, Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-Centre National de la Recherche Scientifique (CNRS)
المصدر: https://hal.science/hal-03843062 ; 2023.
مصطلحات موضوعية: path-dependent McKean-Vlasov equation, interpolated Euler scheme, well-posedness of non-linear SDEs, convergence rate of numerical scheme, Propagation of chaos, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Relation: hal-03843062; https://hal.science/hal-03843062; https://hal.science/hal-03843062v3/document; https://hal.science/hal-03843062v3/file/Path_Dep_Final.pdf
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12Report
المصدر: doi:10.48550/arXiv.2307.05149
مصطلحات موضوعية: McKean-Vlasov equation, decoupling approach, double Loop Monte Carlo, importance sampling, multi-index Monte Carlo
جغرافية الموضوع: DE
Relation: info:eu-repo/semantics/altIdentifier/arxiv/arXiv:2307.05149
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13Academic Journal
المؤلفون: Liu, Yating, Pagès, Gilles
المساهمون: CEntre de REcherches en MAthématiques de la DEcision (CEREMADE), Université Paris Dauphine-PSL, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)-Centre National de la Recherche Scientifique (CNRS), Université Paris sciences et lettres (PSL), Sorbonne Université (SU), Laboratoire de Probabilités, Statistique et Modélisation (LPSM (UMR_8001)), Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité)
المصدر: ISSN: 1050-5164.
مصطلحات موضوعية: Convergence rate of the Euler scheme, Diffusion process, Functional convex order, McKean-Vlasov equation, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Relation: info:eu-repo/semantics/altIdentifier/arxiv/2005.03154; hal-03104188; https://hal.science/hal-03104188; https://hal.science/hal-03104188/document; https://hal.science/hal-03104188/file/2005.03154v3.pdf; ARXIV: 2005.03154
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14Academic Journal
المؤلفون: Galeati, Lucio, Harang, Fabian A., Mayorcas, Avi
المصدر: Galeati , L , Harang , F A & Mayorcas , A 2022 , ' Distribution dependent SDEs driven by additive continuous noise ' , Electronic Journal of Probability , vol. 27 , 37 . https://doi.org/10.1214/22-EJP756
مصطلحات موضوعية: Additive noise, McKean–Vlasov equation, Mean field limit, Pathwise approach, /dk/atira/pure/subjectarea/asjc/2600/2613, name=Statistics and Probability, /dk/atira/pure/subjectarea/asjc/1800/1804, name=Statistics, Probability and Uncertainty
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15Academic Journal
المؤلفون: Guillin, Arnaud, Liu, Wei, Wu, Liming, Zhang, Chaoen
المساهمون: Laboratoire de Mathématiques Blaise Pascal (LMBP), Université Clermont Auvergne 2017-2020 (UCA 2017-2020 )-Centre National de la Recherche Scientifique (CNRS), School of Mathematics and Statistics Wuhan University, Wuhan University China, Université Blaise Pascal - Clermont-Ferrand 2 (UBP)-Centre National de la Recherche Scientifique (CNRS)
المصدر: ISSN: 1050-5164.
مصطلحات موضوعية: McKean-Vlasov equation MSC 2010, Poincaré inequality, logarithmic Sobolev inequality, mean field particle models, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Relation: info:eu-repo/semantics/altIdentifier/arxiv/1909.07051; hal-02287711; https://uca.hal.science/hal-02287711; https://uca.hal.science/hal-02287711/document; https://uca.hal.science/hal-02287711/file/GLWZ-submit.pdf; ARXIV: 1909.07051
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16Academic Journal
المؤلفون: Bolley, François, Chafaï, Djalil, Fontbona, Joaquín
المصدر: The Annals of Applied Probability, 2018 Oct 01. 28(5), 3152-3183.
URL الوصول: https://www.jstor.org/stable/26542482
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17Academic Journal
المؤلفون: Persio, Luca Di, Kuchling, Peter
المساهمون: Persio, Luca Di, Kuchling, Peter
مصطلحات موضوعية: Optimal control, McKean-Vlasov equation, Nemytskii-type equation, Fokker-Planck equation, Kolmogorov equation
وصف الملف: STAMPA
Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:001336389700001; volume:14; issue:2; firstpage:367; lastpage:387; numberofpages:21; journal:EVOLUTION EQUATIONS AND CONTROL THEORY; https://hdl.handle.net/11562/1147408
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18Academic Journal
المؤلفون: Hong, Wei, Hu, Shanshan, Liu, Wei
مصطلحات موضوعية: SPDE, distribution dependence, well-posedness, large deviation, principle, McKean- Vlasov equation
Relation: info:eu-repo/semantics/altIdentifier/issn/1050-5164; info:eu-repo/semantics/altIdentifier/wos/001198623200004; https://pub.uni-bielefeld.de/record/2989460
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19Report
المؤلفون: Liu, Yating
المساهمون: CEntre de REcherches en MAthématiques de la DEcision (CEREMADE), Université Paris Dauphine-PSL, Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-Centre National de la Recherche Scientifique (CNRS), Université Paris Sciences et Lettres (PSL)
المصدر: https://hal.science/hal-03915182 ; 2022.
مصطلحات موضوعية: McKean-Vlasov equation, Mean-field limits, Numerical analysis and simulation, Optimal quantization, Particle method, Quantization-based scheme, [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA], [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Relation: hal-03915182; https://hal.science/hal-03915182; https://hal.science/hal-03915182/document; https://hal.science/hal-03915182/file/Numerical_McKean.pdf
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20Report
المصدر: 1-29 (2022). doi:10.48550/arXiv.2208.03225
مصطلحات موضوعية: McKean-Vlasov equation, Multilevel Monte Carlo, decoupling approach, double Loop Monte Carlo, importance sampling
جغرافية الموضوع: DE
Relation: info:eu-repo/semantics/altIdentifier/arxiv/arXiv:2208.03225; https://publications.rwth-aachen.de/record/951627; https://publications.rwth-aachen.de/search?p=id:%22RWTH-2023-02097%22
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