Propagation of chaos and contraction of stochastic mappings

zbMath0861.60071MaRDI QIDQ1920101

Svetlozar T. Rachev, Ludger Rüschendorf

Publication date: 26 August 1996

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

zbMATH Keywords

chaosstochastic differential equationsprobability metricscouplingcontraction of stochastic mappings

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic measure theory (60A10) Local and nonlocal bifurcation theory for dynamical systems (37G99)

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