Law of large numbers for a general system of stochastic differential equations with global interaction

DOI10.1016/0304-4149(93)90089-MzbMath0783.60053OpenAlexW2032353807MaRDI QIDQ1802325

William Finnoff

Publication date: 14 March 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(93)90089-m

zbMATH Keywords

semimartingaleslaw of large numbersordinary stochastic differential equationsdiscrete time approximationinteracting stochastic processesweak convergence of the empirical measures

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks ⋮ Partial mean field limits in heterogeneous networks

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