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Linearization of nonlinear Fokker-Planck equations and applications 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 卷号: 322, 页码: 1-37
作者:  Ren, Panpan;  Roeckner, Michael;  Wang, Feng-Yu
收藏  |  浏览/下载:111/0  |  提交时间:2023/02/07
Nonlinear Fokker-Planck equation  McKean-Vlasov stochastic differential equation  Diffusion process  Ergodicity  Feynman-Kac formula  
The invariance principle for nonlinear Fokker-Planck equations 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 卷号: 315, 页码: 200-221
作者:  Barbu, Viorel;  Rockner, Michael
收藏  |  浏览/下载:144/0  |  提交时间:2022/04/02
Fokker-Planck equation  McKean-Vlasov equations  Generalized solution  Nonlinear semigroup  
Solutions for nonlinear Fokker-Planck equations with measures as initial data and McKean-Vlasov equations 期刊论文
JOURNAL OF FUNCTIONAL ANALYSIS, 2021, 卷号: 280, 期号: 7, 页码: 35
作者:  Barbu, Viorel;  Roeckner, Michael
收藏  |  浏览/下载:171/0  |  提交时间:2021/04/26
Fokker-Planck equation  m-accretive  Measure as initial data  McKean-Vlasov stochastic differential equation  
Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2021, 卷号: 57, 期号: 1, 页码: 547-576
作者:  Rockner, Michael;  Sun, Xiaobin;  Xie, Yingchao
收藏  |  浏览/下载:171/0  |  提交时间:2021/04/26
Averaging principle  McKean-Vlasov stochastic differential equations  Slow-fast  Poisson equation  Strong convergence order  
On the Law of Large Numbers for the Empirical Measure Process of Generalized Dyson Brownian Motion 期刊论文
JOURNAL OF STATISTICAL PHYSICS, 2020, 页码: 29
作者:  Li, Songzi;  Li, Xiang-Dong;  Xie, Yong-Xiao
收藏  |  浏览/下载:200/0  |  提交时间:2021/01/14
Generalized Dyson Brownian motion  McKean-Vlasov equation  Gradient flow  Optimal transportation  Voiculescu free entropy  Law of Large Numbers  Propagation of chaos