Artigos de revistas sobre o tema "McKean stochastic differential equation"
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Wang, Weifeng, Lei Yan, Junhao Hu e Zhongkai Guo. "An Averaging Principle for Mckean–Vlasov-Type Caputo Fractional Stochastic Differential Equations". Journal of Mathematics 2021 (16 de julho de 2021): 1–11. http://dx.doi.org/10.1155/2021/8742330.
Texto completo da fonteQiao, Huijie, e Jiang-Lun Wu. "Path independence of the additive functionals for McKean–Vlasov stochastic differential equations with jumps". Infinite Dimensional Analysis, Quantum Probability and Related Topics 24, n.º 01 (março de 2021): 2150006. http://dx.doi.org/10.1142/s0219025721500065.
Texto completo da fonteMa, Li, Fangfang Sun e Xinfang Han. "Controlled Reflected McKean–Vlasov SDEs and Neumann Problem for Backward SPDEs". Mathematics 12, n.º 7 (31 de março de 2024): 1050. http://dx.doi.org/10.3390/math12071050.
Texto completo da fonteNarita, Kiyomasa. "The Smoluchowski–Kramers approximation for the stochastic Liénard equation by mean-field". Advances in Applied Probability 23, n.º 2 (junho de 1991): 303–16. http://dx.doi.org/10.2307/1427750.
Texto completo da fonteNarita, Kiyomasa. "The Smoluchowski–Kramers approximation for the stochastic Liénard equation by mean-field". Advances in Applied Probability 23, n.º 02 (junho de 1991): 303–16. http://dx.doi.org/10.1017/s000186780002351x.
Texto completo da fontePham, Huyên, e Xiaoli Wei. "Bellman equation and viscosity solutions for mean-field stochastic control problem". ESAIM: Control, Optimisation and Calculus of Variations 24, n.º 1 (janeiro de 2018): 437–61. http://dx.doi.org/10.1051/cocv/2017019.
Texto completo da fonteBahlali, Khaled, Mohamed Amine Mezerdi e Brahim Mezerdi. "Stability of McKean–Vlasov stochastic differential equations and applications". Stochastics and Dynamics 20, n.º 01 (12 de junho de 2019): 2050007. http://dx.doi.org/10.1142/s0219493720500070.
Texto completo da fonteBao, Jianhai, Christoph Reisinger, Panpan Ren e Wolfgang Stockinger. "First-order convergence of Milstein schemes for McKean–Vlasov equations and interacting particle systems". Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 477, n.º 2245 (janeiro de 2021): 20200258. http://dx.doi.org/10.1098/rspa.2020.0258.
Texto completo da fonteNarita, Kiyomasa. "Asymptotic behavior of velocity process in the Smoluchowski–Kramers approximation for stochastic differential equations". Advances in Applied Probability 23, n.º 2 (junho de 1991): 317–26. http://dx.doi.org/10.2307/1427751.
Texto completo da fonteNarita, Kiyomasa. "Asymptotic behavior of velocity process in the Smoluchowski–Kramers approximation for stochastic differential equations". Advances in Applied Probability 23, n.º 02 (junho de 1991): 317–26. http://dx.doi.org/10.1017/s0001867800023521.
Texto completo da fonteShen, Guangjun, Jie Xiang e Jiang-Lun Wu. "Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations". Applied Mathematics Letters 141 (julho de 2023): 108629. http://dx.doi.org/10.1016/j.aml.2023.108629.
Texto completo da fonteWen, Jianghui, Xiangjun Wang, Shuhua Mao e Xinping Xiao. "Maximum likelihood estimation of McKean–Vlasov stochastic differential equation and its application". Applied Mathematics and Computation 274 (fevereiro de 2016): 237–46. http://dx.doi.org/10.1016/j.amc.2015.11.019.
Texto completo da fonteKeck, David N., e Mark A. McKibben. "On a McKean‐Vlasov Stochastic Integro‐differential Evolution Equation of Sobolev‐Type". Stochastic Analysis and Applications 21, n.º 5 (9 de janeiro de 2003): 1115–39. http://dx.doi.org/10.1081/sap-120024706.
Texto completo da fonteLv, Li, Yanjie Zhang e Zibo Wang. "Information upper bound for McKean–Vlasov stochastic differential equations". Chaos: An Interdisciplinary Journal of Nonlinear Science 31, n.º 5 (maio de 2021): 051103. http://dx.doi.org/10.1063/5.0049874.
Texto completo da fonteHutzenthaler, Martin, Thomas Kruse e Tuan Anh Nguyen. "Multilevel Picard approximations for McKean-Vlasov stochastic differential equations". Journal of Mathematical Analysis and Applications 507, n.º 1 (março de 2022): 125761. http://dx.doi.org/10.1016/j.jmaa.2021.125761.
Texto completo da fonteAhmed, N. U., e Xinhong Ding. "On invariant measures of nonlinear Markov processes". Journal of Applied Mathematics and Stochastic Analysis 6, n.º 4 (1 de janeiro de 1993): 385–406. http://dx.doi.org/10.1155/s1048953393000310.
Texto completo da fonteMehri, Sima, e Wilhelm Stannat. "Weak solutions to Vlasov–McKean equations under Lyapunov-type conditions". Stochastics and Dynamics 19, n.º 06 (18 de novembro de 2019): 1950042. http://dx.doi.org/10.1142/s0219493719500424.
Texto completo da fonteNie, Tianyang, e Ke Yan. "Extended mean-field control problem with partial observation". ESAIM: Control, Optimisation and Calculus of Variations 28 (2022): 17. http://dx.doi.org/10.1051/cocv/2022010.
Texto completo da fonteMezerdi, Mohamed Amine. "Compactification in optimal control of McKean‐Vlasov stochastic differential equations". Optimal Control Applications and Methods 42, n.º 4 (24 de março de 2021): 1161–77. http://dx.doi.org/10.1002/oca.2721.
Texto completo da fonteLiu, Meiqi, e Huijie Qiao. "Parameter Estimation of Path-Dependent McKean-Vlasov Stochastic Differential Equations". Acta Mathematica Scientia 42, n.º 3 (21 de abril de 2022): 876–86. http://dx.doi.org/10.1007/s10473-022-0304-8.
Texto completo da fonteBelomestny, Denis, e John Schoenmakers. "Projected Particle Methods for Solving McKean--Vlasov Stochastic Differential Equations". SIAM Journal on Numerical Analysis 56, n.º 6 (janeiro de 2018): 3169–95. http://dx.doi.org/10.1137/17m1111024.
Texto completo da fonteŞen, Nevroz, e Peter E. Caines. "Nonlinear Filtering Theory for McKean--Vlasov Type Stochastic Differential Equations". SIAM Journal on Control and Optimization 54, n.º 1 (janeiro de 2016): 153–74. http://dx.doi.org/10.1137/15m1013304.
Texto completo da fonteCarmona, René, e François Delarue. "Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics". Annals of Probability 43, n.º 5 (setembro de 2015): 2647–700. http://dx.doi.org/10.1214/14-aop946.
Texto completo da fonteBencheikh, O., e B. Jourdain. "Bias behaviour and antithetic sampling in mean-field particle approximations of SDEs nonlinear in the sense of McKean". ESAIM: Proceedings and Surveys 65 (2019): 219–35. http://dx.doi.org/10.1051/proc/201965219.
Texto completo da fonteNarita, Kiyomasa. "Asymptotic analysis for interactive oscillators of the van der Pol type". Advances in Applied Probability 19, n.º 1 (março de 1987): 44–80. http://dx.doi.org/10.2307/1427373.
Texto completo da fonteNarita, Kiyomasa. "Asymptotic analysis for interactive oscillators of the van der Pol type". Advances in Applied Probability 19, n.º 01 (março de 1987): 44–80. http://dx.doi.org/10.1017/s0001867800016384.
Texto completo da fonteKotelenez, Peter M., e Thomas G. Kurtz. "Macroscopic limits for stochastic partial differential equations of McKean–Vlasov type". Probability Theory and Related Fields 146, n.º 1-2 (12 de dezembro de 2008): 189–222. http://dx.doi.org/10.1007/s00440-008-0188-0.
Texto completo da fonteCoppini, Fabio, Helge Dietert e Giambattista Giacomin. "A law of large numbers and large deviations for interacting diffusions on Erdős–Rényi graphs". Stochastics and Dynamics 20, n.º 02 (10 de julho de 2019): 2050010. http://dx.doi.org/10.1142/s0219493720500100.
Texto completo da fonteChen, Xingyuan, e Gonçalo dos Reis. "A flexible split‐step scheme for solving McKean‐Vlasov stochastic differential equations". Applied Mathematics and Computation 427 (agosto de 2022): 127180. http://dx.doi.org/10.1016/j.amc.2022.127180.
Texto completo da fonteChaudru de Raynal, P. E. "Strong well posedness of McKean–Vlasov stochastic differential equations with Hölder drift". Stochastic Processes and their Applications 130, n.º 1 (janeiro de 2020): 79–107. http://dx.doi.org/10.1016/j.spa.2019.01.006.
Texto completo da fonteWu, Fuke, Fubao Xi e Chao Zhu. "On a class of McKean-Vlasov stochastic functional differential equations with applications". Journal of Differential Equations 371 (outubro de 2023): 31–49. http://dx.doi.org/10.1016/j.jde.2023.06.022.
Texto completo da fonteWen, Xueqi, Zhi Li e Liping Xu. "Strong approximation of non-autonomous time-changed McKean–Vlasov stochastic differential equations". Communications in Nonlinear Science and Numerical Simulation 119 (maio de 2023): 107122. http://dx.doi.org/10.1016/j.cnsns.2023.107122.
Texto completo da fonteMezerdi, Mohamed Amine, e Nabil Khelfallah. "Stability and prevalence of McKean–Vlasov stochastic differential equations with non-Lipschitz coefficients". Random Operators and Stochastic Equations 29, n.º 1 (9 de janeiro de 2021): 67–78. http://dx.doi.org/10.1515/rose-2021-2053.
Texto completo da fonteAgarwal, A., S. De Marco, E. Gobet, J. G. López-Salas, F. Noubiagain e A. Zhou. "Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements". ESAIM: Proceedings and Surveys 65 (2019): 1–26. http://dx.doi.org/10.1051/proc/201965001.
Texto completo da fonteZhu, Min, e Yanyan Hu. "Least squares estimation for delay McKean–Vlasov stochastic differential equations and interacting particle systems". Communications in Mathematical Sciences 20, n.º 1 (2022): 265–96. http://dx.doi.org/10.4310/cms.2022.v20.n1.a8.
Texto completo da fonteChaudru de Raynal, P. E., e C. A. Garcia Trillos. "A cubature based algorithm to solve decoupled McKean–Vlasov forward–backward stochastic differential equations". Stochastic Processes and their Applications 125, n.º 6 (junho de 2015): 2206–55. http://dx.doi.org/10.1016/j.spa.2014.11.018.
Texto completo da fonteHan, Jiequn, Ruimeng Hu e Jihao Long. "Learning High-Dimensional McKean–Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence". SIAM Journal on Numerical Analysis 62, n.º 1 (4 de janeiro de 2024): 1–24. http://dx.doi.org/10.1137/22m151861x.
Texto completo da fonteWu, Dongxuan, Yaru Zhang, Liping Xu e Zhi Li. "Strong convergence of Euler–Maruyama schemes for doubly perturbed McKean–Vlasov stochastic differential equations". Communications in Nonlinear Science and Numerical Simulation 132 (maio de 2024): 107927. http://dx.doi.org/10.1016/j.cnsns.2024.107927.
Texto completo da fonteKotelenez, Peter. "A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation". Probability Theory and Related Fields 102, n.º 2 (junho de 1995): 159–88. http://dx.doi.org/10.1007/bf01213387.
Texto completo da fonteLe Cavil, Anthony, Nadia Oudjane e Francesco Russo. "Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations". Stochastics and Partial Differential Equations: Analysis and Computations 5, n.º 1 (29 de agosto de 2016): 1–37. http://dx.doi.org/10.1007/s40072-016-0079-9.
Texto completo da fonteGÓMEZ-SERRANO, JAVIER, CARL GRAHAM e JEAN-YVES LE BOUDEC. "THE BOUNDED CONFIDENCE MODEL OF OPINION DYNAMICS". Mathematical Models and Methods in Applied Sciences 22, n.º 02 (fevereiro de 2012): 1150007. http://dx.doi.org/10.1142/s0218202511500072.
Texto completo da fonteAngiuli, Andrea, Christy V. Graves, Houzhi Li, Jean-François Chassagneux, François Delarue e René Carmona. "Cemracs 2017: numerical probabilistic approach to MFG". ESAIM: Proceedings and Surveys 65 (2019): 84–113. http://dx.doi.org/10.1051/proc/201965084.
Texto completo da fonteCHI, Hongmei. "Multivalued stochastic McKean-Vlasov equation". Acta Mathematica Scientia 34, n.º 6 (novembro de 2014): 1731–40. http://dx.doi.org/10.1016/s0252-9602(14)60118-1.
Texto completo da fonteHochgerner, Simon. "A Hamiltonian mean field system for the Navier–Stokes equation". Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 474, n.º 2218 (outubro de 2018): 20180178. http://dx.doi.org/10.1098/rspa.2018.0178.
Texto completo da fonteKohlmann, M. "Stochastic differential equation". Metrika 33, n.º 1 (dezembro de 1986): 246. http://dx.doi.org/10.1007/bf01894752.
Texto completo da fonteHochgerner, Simon. "A Hamiltonian Interacting Particle System for Compressible Flow". Water 12, n.º 8 (25 de julho de 2020): 2109. http://dx.doi.org/10.3390/w12082109.
Texto completo da fonteAhmed, N. U., e X. Ding. "A semilinear Mckean-Vlasov stochastic evolution equation in Hilbert space". Stochastic Processes and their Applications 60, n.º 1 (novembro de 1995): 65–85. http://dx.doi.org/10.1016/0304-4149(95)00050-x.
Texto completo da fonteCosso, Andrea, e Huyên Pham. "Zero-sum stochastic differential games of generalized McKean–Vlasov type". Journal de Mathématiques Pures et Appliquées 129 (setembro de 2019): 180–212. http://dx.doi.org/10.1016/j.matpur.2018.12.005.
Texto completo da fontePark, J. Y., P. Balasubramaniam e Y. H. Kang. "Controllability of McKean–Vlasov Stochastic Integrodifferential Evolution Equation in Hilbert Spaces". Numerical Functional Analysis and Optimization 29, n.º 11-12 (4 de dezembro de 2008): 1328–46. http://dx.doi.org/10.1080/01630560802580679.
Texto completo da fonteKeck, David N., e Mark A. McKibben. "Abstract semilinear stochastic Itó-Volterra integrodifferential equations". Journal of Applied Mathematics and Stochastic Analysis 2006 (4 de julho de 2006): 1–22. http://dx.doi.org/10.1155/jamsa/2006/45253.
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