From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs-Reference-Cited by-同舟云学术

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From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs

Published:2021-12 Issue: Volume:156 Page:1-124
ISSN:0021-7824
Container-title:Journal de Mathématiques Pures et Appliquées
language:en
Short-container-title:Journal de Mathématiques Pures et Appliquées

Author:

Chaudru de Raynal Paul-Eric,Frikha Noufel

Funder

ANR

Publisher

Elsevier BV

Subject

Applied Mathematics,General Mathematics

Reference39 articles.

1. Mean-field stochastic differential equations and associated pdes;Buckdahn;Ann. Probab.,2017

2. Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games;Carmona,2018

3. The Master Equation and the Convergence Problem in Mean Field Games;Cardaliaguet,2019

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1. On the optimal rate for the convergence problem in mean field control;Journal of Functional Analysis;2024-12

2. Robust decentralized control of coupled systems via risk sensitive control of decoupled or simple models with measure change;Systems & Control Letters;2024-11

3. Itô-Krylov’s Formula for a Flow of Measures;ESAIM: Probability and Statistics;2024

4. Integration by Parts Formula for Exit Times of One Dimensional Diffusions;Springer INdAM Series;2024

5. Pathwise regularisation of singular interacting particle systems and their mean field limits;Stochastic Processes and their Applications;2023-05

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