Least squares estimation for delay McKean–Vlasov stochastic differential equations and interacting particle systems

2022 ◽  
Vol 20 (1) ◽  
pp. 265-296
Author(s):  
Min Zhu ◽  
Yanyan Hu
Keyword(s):  
Differential Equations ◽  
Least Squares ◽  
Stochastic Differential Equations ◽  
Interacting Particle Systems ◽  
Least Squares Estimation ◽  
Particle Systems ◽  
Interacting Particle

Least Squares Estimation in Uncertain Differential Equations

2020 ◽  
Vol 28 (10) ◽  
pp. 2651-2655 ◽  
Author(s):  
Yuhong Sheng ◽  
Kai Yao ◽  
Xiaowei Chen
Keyword(s):  
Differential Equations ◽  
Least Squares ◽  
Least Squares Estimation

scholarly journals Condensation of SIP Particles and Sticky Brownian Motion

2021 ◽  
Vol 183 (3) ◽  
Author(s):  
Mario Ayala ◽  
Gioia Carinci ◽  
Frank Redig
Keyword(s):  
Brownian Motion ◽  
Interacting Particle Systems ◽  
Particle Systems ◽  
Self Duality ◽  
Inclusion Process ◽  
Interacting Particle ◽  
New Information ◽  
Homogeneous Product ◽  
Coarsening Dynamics ◽  
The Difference

AbstractWe study the symmetric inclusion process (SIP) in the condensation regime. We obtain an explicit scaling for the variance of the density field in this regime, when initially started from a homogeneous product measure. This provides relevant new information on the coarsening dynamics of condensing interacting particle systems on the infinite lattice. We obtain our result by proving convergence to sticky Brownian motion for the difference of positions of two SIP particles in the sense of Mosco convergence of Dirichlet forms. Our approach implies the convergence of the probabilities of two SIP particles to be together at time t. This, combined with self-duality, allows us to obtain the explicit scaling for the variance of the fluctuation field.

scholarly journals Holomorphic Bogoliubov functionals for interacting particle systems in continuum

2006 ◽  
Vol 238 (2) ◽  
pp. 375-404 ◽  
Author(s):  
Yuri G. Kondratiev ◽  
Tobias Kuna ◽  
Maria João Oliveira
Keyword(s):  
Interacting Particle Systems ◽  
Particle Systems ◽  
Interacting Particle
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