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Stochastic Mean-Field Limit: Non-Lipschitz Forces \& Swarming
Mean-field limit diffusion Cucker-Smale collective behavior
2010/12/13
We consider general stochastic systems of interacting particles with noise which are relevant as models for the collective behavior of animals, and rigorously prove that in the mean-field limit the sy...
半鞅非Lipschitz系数随机微分方程解的大偏差
随机微分方程 半鞅 Gronwall引理 非Lipschitz条件 大偏差
2009/10/22
建立了半鞅非Lipschitz系数随机微分方程, 研究了Freidlin-Wentzell型大偏差原理.