Concepedia

Central limit type theorem and large deviation principle for multi-scale McKean–Vlasov SDEs

Wei Hong, Shihu Li, Wei Liu, Xiaobin Sun

Probability Theory and Related Fields · 2023 · 30 citations · 47 references

DOI

Concepts

References

47

Large Deviations Techniques and Applications

Uwe Schmock, Amir Dembo, Ofer Zeitouni · Journal of the American Statistical Association · 2000 · 3.7K citations

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MULTI-DIMENSIONAL DIFFUSION PROCESSES

J. F. C. Kingmán · Bulletin of the London Mathematical Society · 1980 · 1.3K citations

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A mathematical framework for stochastic climate models

Andrew J. Majda, Ilya Timofeyev, Eric Vanden Eijnden · Communications on Pure and Applied Mathematics · 2001 · 376 citations

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On Stochastic Processes Defined by Differential Equations with a Small Parameter

R. Z. Has’minskiĭ · Theory of Probability and Its Applications · 1966 · 302 citations

, , +7

Distribution dependent SDEs for Landau type equations

Feng‐Yu Wang · Stochastic Processes and their Applications · 2017 · 276 citations

, , +12