{"title":"全耦合McKean-Vlasov SDEs的匀质率","authors":"Zachary Bezemek, K. Spiliopoulos","doi":"10.1142/s0219493723500132","DOIUrl":null,"url":null,"abstract":". We consider a fully-coupled slow-fast system of McKean-Vlasov SDEs with full dependence on the slow and fast component and on the law of the slow component and derive convergence rates to its homogenized limit. We do not make periodicity assumptions, but we impose conditions on the fast motion to guarantee ergodicity. In the course of the proof we obtain related ergodic theorems and we gain results on the regularity of Poisson type of equations and of the associated Cauchy-Problem on the Wasserstein space that are of independent interest.","PeriodicalId":51170,"journal":{"name":"Stochastics and Dynamics","volume":" ","pages":""},"PeriodicalIF":0.8000,"publicationDate":"2022-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":"{\"title\":\"Rate of homogenization for fully-coupled McKean-Vlasov SDEs\",\"authors\":\"Zachary Bezemek, K. Spiliopoulos\",\"doi\":\"10.1142/s0219493723500132\",\"DOIUrl\":null,\"url\":null,\"abstract\":\". We consider a fully-coupled slow-fast system of McKean-Vlasov SDEs with full dependence on the slow and fast component and on the law of the slow component and derive convergence rates to its homogenized limit. We do not make periodicity assumptions, but we impose conditions on the fast motion to guarantee ergodicity. In the course of the proof we obtain related ergodic theorems and we gain results on the regularity of Poisson type of equations and of the associated Cauchy-Problem on the Wasserstein space that are of independent interest.\",\"PeriodicalId\":51170,\"journal\":{\"name\":\"Stochastics and Dynamics\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2022-02-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"6\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastics and Dynamics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1142/s0219493723500132\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastics and Dynamics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1142/s0219493723500132","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Rate of homogenization for fully-coupled McKean-Vlasov SDEs
. We consider a fully-coupled slow-fast system of McKean-Vlasov SDEs with full dependence on the slow and fast component and on the law of the slow component and derive convergence rates to its homogenized limit. We do not make periodicity assumptions, but we impose conditions on the fast motion to guarantee ergodicity. In the course of the proof we obtain related ergodic theorems and we gain results on the regularity of Poisson type of equations and of the associated Cauchy-Problem on the Wasserstein space that are of independent interest.
期刊介绍:
This interdisciplinary journal is devoted to publishing high quality papers in modeling, analyzing, quantifying and predicting stochastic phenomena in science and engineering from a dynamical system''s point of view.
Papers can be about theory, experiments, algorithms, numerical simulation and applications. Papers studying the dynamics of stochastic phenomena by means of random or stochastic ordinary, partial or functional differential equations or random mappings are particularly welcome, and so are studies of stochasticity in deterministic systems.