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White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps - MaRDI portal

White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps (Q2159257)

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White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps
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    White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps (English)
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    28 July 2022
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    martingale measures
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    McKean-Vlasov equations
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    mean field interaction
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    interacting particle system
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    propagation of chaos
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    exchangeability
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