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Pathwise McKean-Vlasov theory with additive noise - MaRDI portal

Pathwise McKean-Vlasov theory with additive noise (Q2657942)

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Pathwise McKean-Vlasov theory with additive noise
scientific article

    Statements

    title
    Pathwise McKean-Vlasov theory with additive noise (English)
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    author
    Michele Coghi
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    Mario Maurelli
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    Peter K. Friz
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    publication date
    18 March 2021
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    zbMATH Keywords
    mean-field
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    McKean-Vlasov
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    large deviations
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    central limit theorem
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    jump-processes
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    additive noise
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    cites work
    Q5441008
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    Q4269108
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    Q3415147
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    Q2707632
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    Mean field games
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    Q5618806
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    Q3358031
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    Q3345521
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    Identifiers

    DOI
    10.1214/20-AAP1560
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    Mathematics Subject Classification ID
    60F10
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    60G09
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    60H10
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    60F05
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    60F15
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    60J50
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    zbMATH DE Number
    7325643
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    arXiv ID
    1812.11773
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