Law of large numbers for a heterogeneous system of stochastic differential equations with strong local interaction and economic applications

DOI10.1214/aoap/1177005070zbMath0805.60050OpenAlexW1975825543MaRDI QIDQ1333388

William Finnoff

Publication date: 2 February 1995

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005070

zbMATH Keywords

stochastic differential equationslaw of large numbersinteracting random processesstrong local interaction

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Large deviations (60F10) Parallel numerical computation (65Y05)

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