supported by the National Natural Science Foundation of China under Grant No.123B2020;by Tsinghua University Education Foundation fund under Grant No.042202008.
The McKean-Vlasov filtering problem is a special kind of filtering problem,with the state and/or observation processes governed by McKean-Vlasov stochastic differential equations,which has extensive applications in va...
supported by National Natural Science Foundation of China(Grant Nos.12271368,62173139);Natural Science Foundation of Hunan Province(Grant No.2023JJ30388);Science and Technology Innovation Program of Hunan Province(Grant No.2021RC4030);Natural Science Foundation of Heilongjiang Province(Grant No.LH2023A019);Foundation of Innovation Talent of Heilongjiang Institute of Technology(Grant Nos.2024GJ01,2023GJ10).
This article focuses on a type of stochastic McKean-Vlasov equation in the G-framework(G-SMVE)and addresses the stability issue for delay stochastic McKean-Vlasov equations in the G-framework(G-SMVDEs).Distribution de...
This study considers an-particle jump-diffusion system with mean field interaction,where the coefficients are locally Lipschitz continuous.We address the convergence as n→∞of the empirical measure of the jump-diffus...
A new era of data access and management has begun with the use of cloud computing in the healthcare industry.Despite the efficiency and scalability that the cloud provides, the security of private patient data is stil...
supported by NNSFC Grant of China(No.11731009,12131019);the DFG through the CRC 1283“Taming uncertainty and profiting from randomness and low regularity in analysis,stochastics and their applications”.
Consider the following McKean-Vlasov SDE:dXt=√2dWt+∫R_(d)K(t,Xt-y)μX_(t)(dy)dt,X_(0)=X,whereμXt stands forthedistributionof Xt and K(t,x):R_(+)×R^(d)→is a time-dependent divergence free vector field.Under the as...
supported by the National Natural Science Foundation of China(No.12222103);the National Key R&D Program of China(No.2018YFA0703900).
A new class of backward particle systems with sequential interaction is proposed to approximate the mean-field backward stochastic differential equations.It is proven that the weighted empirical measure of this partic...