Exponential convergence for a system of conuclear space-valued diffusions with mean-field interaction

DOI10.1007/S002459900107zbMath0931.60016OpenAlexW2061636173WikidataQ127642606 ScholiaQ127642606MaRDI QIDQ1288984

Jie Xiong

Publication date: 27 February 2000

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002459900107

zbMATH Keywords

stochastic differential equationexponential convergence ratemeasure-valued processexponential tightness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10)

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