Parametric inference for ergodic McKean-Vlasov stochastic differential equations
Author:
Affiliation:
1. Université Paris Cité, MAP5, UMR 8145 CNRS, F-75006, France
2. Université Paris Cité, LPSM, UMR 8001 CNRS, F-75006, France
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Reference53 articles.
1. Tsybakov, A.B. (2009). Introduction to Nonparametric Estimation. Springer Series in Statistics. New York: Springer. 10.1007/b13794
2. Cattiaux, P., Guillin, A. and Malrieu, F. (2008). Probabilistic approach for granular media equations in the non-uniformly convex case. Probab. Theory Related Fields 140 19–40. 10.1007/s00440-007-0056-3
3. Herrmann, S. and Tugaut, J. (2010). Non-uniqueness of stationary measures for self-stabilizing processes. Stochastic Process. Appl. 120 1215–1246. 10.1016/j.spa.2010.03.009
4. McKean, H.P. Jr. (1966). A class of Markov processes associated with nonlinear parabolic equations. Proc. Natl. Acad. Sci. USA 56 1907–1911. 10.1073/pnas.56.6.1907
5. Dawson, D.A. (1983). Critical dynamics and fluctuations for a mean-field model of cooperative behavior. J. Stat. Phys. 31 29–85. 10.1007/BF01010922
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