多尺度McKean–Vlasov SDE的中心极限型定理和大偏差原理

IF 1.5 1区 数学 Q2 STATISTICS & PROBABILITY Probability Theory and Related Fields Pub Date : 2023-06-17 DOI:10.1007/s00440-023-01214-8
Wei Hong, Shihu Li, Wei Liu, Xiaobin Sun
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Central limit type theorem and large deviation principle for multi-scale McKean–Vlasov SDEs
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来源期刊
Probability Theory and Related Fields
Probability Theory and Related Fields 数学-统计学与概率论
CiteScore
3.70
自引率
5.00%
发文量
71
审稿时长
6-12 weeks
期刊介绍: Probability Theory and Related Fields publishes research papers in modern probability theory and its various fields of application. Thus, subjects of interest include: mathematical statistical physics, mathematical statistics, mathematical biology, theoretical computer science, and applications of probability theory to other areas of mathematics such as combinatorics, analysis, ergodic theory and geometry. Survey papers on emerging areas of importance may be considered for publication. The main languages of publication are English, French and German.
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