8 citations · 36 across the 37 of their papers we have counts for
5 papers · 2 filters
Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations
Huijie Qiao
The work concerns invariant measures for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the exponential ergodicity of these equations. Then for…
Weak approximation of nonlinear filtering for multiscale McKean-Vlasov stochastic systems
Huijie Qiao, Wanlin Wei
The work concerns the nonlinear filtering problem for a class of multiscale McKean-Vlasov stochastic systems. First of all, by a Poisson equation we prove that the solution of the…
Deviation estimates for multivalued McKean-Vlasov stochastic differential equations
Kun Fang, Huijie Qiao
The work concerns deviation estimates for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the large deviation principle for them by the weak con…
Strong approximation of nonlinear filtering for multiscale McKean-Vlasov stochastic systems
Huijie Qiao, Wanlin Wei
This work concerns the nonlinear filtering problem of multiscale McKean-Vlasov stochastic systems where the whole systems depend on distributions of fast components. First of all,…
The Onsager-Machlup action functional for Mckean-Vlasov SDEs
Shanqi Liu, Hongjun Gao, Huijie Qiao
This paper is devoted to deriving the Onsager-Machlup action functional for Mckean-Vlasov stochastic differential equations in a class of norms that dominate $L^2([0,1], \mathbb{R}…