Central limit results for jump diffusions with mean field interaction and a common factor (Q4588295)
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scientific article; zbMATH DE number 6802179
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit results for jump diffusions with mean field interaction and a common factor |
scientific article; zbMATH DE number 6802179 |
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Central limit results for jump diffusions with mean field interaction and a common factor (English)
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2 November 2017
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mean field interaction
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common factor
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weakly interacting jump diffusions
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propagation of chaos
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central limit theorems
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fluctuation limits
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symmetric statistics
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multiple Wiener integrals
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self-excited correlated defaults
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