Smoluchowski-Kramers approximation for McKean-Vlasov stochastic differential equations

被引：0
|
作者：
Li, Ge [1 ]
Liu, Jicheng [2 ]
机构：
[1] Hubei Univ Econ, Sch Stat & Math, Wuhan, Peoples R China
[2] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan, Peoples R China
来源：
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2025年 / 545卷 / 02期
关键词：
Smoluchowski-Kramers; approximation; Large deviations principle; Moderate deviations principle; McKean-Vlasov stochastic; differential equations; Weak convergence method; LARGE DEVIATIONS;
D O I：
10.1016/j.jmaa.2024.129178
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we discuss the validity of the Smoluchowski-Kramers approximation for a class of McKean-Vlasov stochastic differential equations (MVSDEs). The large and moderate deviations principle for MVSDEs are also considered via weak convergence method, which generalize the corresponding results for classical stochastic differential equations to the distribution dependent setting. (c) 2024 Elsevier Inc. All rights are reserved, including those for text and data mining, AI training, and similar technologies.
引用
收藏
页数：28
相关论文
共 50 条
  • [21] THE SMOLUCHOWSKI-KRAMERS APPROXIMATION FOR THE STOCHASTIC LIENARD EQUATION WITH MEAN FIELD
    NARITA, K
    ADVANCES IN APPLIED PROBABILITY, 1991, 23 (02) : 303 - 316
  • [22] THE TAMED EULER-MARUYAMA APPROXIMATION OF MCKEAN-VLASOV STOCHASTIC DIFFERENTIAL EQUATIONS AND ASYMPTOTIC ERROR ANALYSIS
    Liu, H. U. A. G. U., I
    Wu, F. U. K. E.
    Wu, M. I. N. Y. U.
    DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES S, 2023, 16 (05): : 952 - 978
  • [23] Some remarks on the Smoluchowski-Kramers approximation
    Freidlin, M
    JOURNAL OF STATISTICAL PHYSICS, 2004, 117 (3-4) : 617 - 634
  • [24] Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations
    Wen, Xueqi
    Li, Zhi
    Xu, Liping
    COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2023, 119
  • [25] Long time behavior of stochastic Mckean-Vlasov equations
    Lv, Guangying
    Shan, Yeqing
    APPLIED MATHEMATICS LETTERS, 2022, 128
  • [26] HOUSEHOLD EPIDEMIC MODELS AND MCKEAN-VLASOV POISSON DRIVEN STOCHASTIC DIFFERENTIAL EQUATIONS
    Forien, Raphael
    Pardoux, Etienne
    ANNALS OF APPLIED PROBABILITY, 2022, 32 (02): : 1210 - 1233
  • [27] EXPLICIT NUMERICAL APPROXIMATIONS FOR MCKEAN-VLASOV NEUTRAL STOCHASTIC DIFFERENTIAL DELAY EQUATIONS
    Cui, Yuanping
    Li, Xiaoyue
    Liu, Yi
    Yuan, Chenggui
    DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES S, 2023, 16 (05): : 797 - 827
  • [28] Parameter Estimation of Path-Dependent McKean-Vlasov Stochastic Differential Equations
    Liu, Meiqi
    Qiao, Huijie
    ACTA MATHEMATICA SCIENTIA, 2022, 42 (03) : 876 - 886
  • [29] Parameter Estimation of Path-Dependent McKean-Vlasov Stochastic Differential Equations
    Meiqi Liu
    Huijie Qiao
    Acta Mathematica Scientia, 2022, 42 : 876 - 886
  • [30] Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations
    Shen, Guangjun
    Xiang, Jie
    Wu, Jiang-Lun
    APPLIED MATHEMATICS LETTERS, 2023, 141
12345