Logarithmic Sobolev inequalities for some nonlinear PDE's
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- Benachour, S. & Roynette, B. & Vallois, P., 1998. "Nonlinear self-stabilizing processes - II: Convergence to invariant probability," Stochastic Processes and their Applications, Elsevier, vol. 75(2), pages 203-224, July.
- Benachour, S. & Roynette, B. & Talay, D. & Vallois, P., 1998. "Nonlinear self-stabilizing processes - I Existence, invariant probability, propagation of chaos," Stochastic Processes and their Applications, Elsevier, vol. 75(2), pages 173-201, July.
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Cited by:
- Monmarché, Pierre, 2017. "Long-time behaviour and propagation of chaos for mean field kinetic particles," Stochastic Processes and their Applications, Elsevier, vol. 127(6), pages 1721-1737.
- Amorino, Chiara & Heidari, Akram & Pilipauskaitė, Vytautė & Podolskij, Mark, 2023. "Parameter estimation of discretely observed interacting particle systems," Stochastic Processes and their Applications, Elsevier, vol. 163(C), pages 350-386.
- Sharrock, Louis & Kantas, Nikolas & Parpas, Panos & Pavliotis, Grigorios A., 2023. "Online parameter estimation for the McKean–Vlasov stochastic differential equation," Stochastic Processes and their Applications, Elsevier, vol. 162(C), pages 481-546.
- Tugaut, Julian, 2013. "Self-stabilizing processes in multi-wells landscape in Rd-convergence," Stochastic Processes and their Applications, Elsevier, vol. 123(5), pages 1780-1801.
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Keywords
Interacting particle system Logarithmic Sobolev inequality Propagation of chaos Relative entropy Concentration of measure;Statistics
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