Directed chain stochastic differential equations

DOI10.1016/j.spa.2019.07.009zbMath1457.60088arXiv1805.01962OpenAlexW2964101522WikidataQ127498702 ScholiaQ127498702MaRDI QIDQ1986036

Nils Detering, Tomoyuki Ichiba, Jean-Pierre Fouque

Publication date: 7 April 2020

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

Full work available at URL: https://arxiv.org/abs/1805.01962

zbMATH Keywords

law of large numbersinteracting stochastic processesdetecting mean-fieldparticle system approximationstochastic equation with constraints

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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