Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime

DOI10.1214/20-AAP1559zbMath1457.60144arXiv1804.01034MaRDI QIDQ2657941

Martin Hutzenthaler, Daniel Pieper

Publication date: 18 March 2021

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

Full work available at URL: https://arxiv.org/abs/1804.01034

zbMATH Keywords

propagation of chaosexcursion measuremean-field approximationinteracting diffusionsmeasure-valued processesaltruistic defensemany-demes limittree of excursions

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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Differentiability of semigroups of stochastic differential equations with H\"older-continuous diffusion coefficients ⋮ Multilevel Picard approximations for McKean-Vlasov stochastic differential equations

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