Nonparametric estimation for interacting particle systems: McKean–Vlasov models
Nonparametric estimation for interacting particle systems: McKean–Vlasov models
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Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
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Language
English
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Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
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Scope and Contents
Contents
We consider a system of
N
interacting particles, governed by transport and diffusion, that converges in a mean-field limit to the solution of a McKean–Vlasov equation. From the observation of a trajectory of the system over a fixed time horizon, we investigate nonparametric estimation of the solution of the associated nonlinear Fokker–Planck...
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Full title
Nonparametric estimation for interacting particle systems: McKean–Vlasov models
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TN_cdi_proquest_journals_2621100172
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2621100172
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ISSN
0178-8051
E-ISSN
1432-2064
DOI
10.1007/s00440-021-01044-6
