White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps

DOI10.1007/s00440-022-01139-8zbMath1502.60148arXiv2103.04100OpenAlexW3135314735MaRDI QIDQ2159257

Dasha Loukianova, Xavier Erny, Eva Löcherbach

Publication date: 28 July 2022

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.04100

zbMATH Keywords

exchangeabilitypropagation of chaosinteracting particle systemmean field interactionmartingale measuresMcKean-Vlasov equations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) White noise theory (60H40) Exchangeability for stochastic processes (60G09)

Related Items (1)

Propagation of chaos and conditional McKean-Vlasov SDEs with regime-switching

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