Publications and highlights associated with Shanshan Hu.
Synchronisation by noise for McKean–Vlasov stochastic differential equations is investigated. A transfer principle is introduced by which synchronisation by noise and diagonal mixing can be transferred from an associated limiting frozen-diffusion SDE to a genuinely law-dependent McKean–Vlasov SDE. The usefulness…
In this work, we establish the small-noise asymptotic behaviour (namely, the functional law of large numbers and the large deviation principle) for multi-scale McKean–Vlasov diffusions with super-linear kernels. In this setting, the interaction depends on the laws of both the slow component…
The existence of random dynamical systems for McKean–Vlasov SDEs is established. This is approached by considering the joint dynamics of the corresponding nonlinear Fokker-Planck equation governing the law of the system and the underlying stochastic differential equation (SDE) as a dynamical system…
Published · Annals of Applied Probability 34(2), 2136–2189 (2024). In this paper we mainly investigate the strong and weak well-posedness of a class of McKean-Vlasov stochastic (partial) differential equations. The main existence and uniqueness results state that we only need to…
