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McKean–Vlasov limit for interacting systems with simultaneous jumps - MaRDI portal

McKean–Vlasov limit for interacting systems with simultaneous jumps (Q4634147)

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scientific article; zbMATH DE number 7051508
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McKean–Vlasov limit for interacting systems with simultaneous jumps
scientific article; zbMATH DE number 7051508

    Statements

    title
    McKean–Vlasov limit for interacting systems with simultaneous jumps (English)
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    author
    Luisa Andreis
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    Paolo Dai Pra
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    Markus Fischer
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    publication date
    7 May 2019
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    zbMATH Keywords
    mean field interaction
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    propagation of chaos
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    simultaneous jumps
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    McKean-Vlasov limit
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    Itô-Skorohod stochastic differential equation
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    cites work
    Q3236483
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    Q3358031
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    Q3028015
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    Q4836494
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    Optimal Transport
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    Q5585820
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    Identifiers

    Mathematics Subject Classification ID
    60F17
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    60H10
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    60J75
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    60K35
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    zbMATH DE Number
    7051508
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    OpenAlex ID
    W2963813212
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    arXiv ID
    1704.01052
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    Wikidata QID
    Q128962393
    0 references
     
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