Convergence of Weighted Empirical Measures

DOI10.1080/07362994.2014.928781zbMath1314.60156OpenAlexW1978832706MaRDI QIDQ2929464

Julius N. Esunge, Jie Wu

Publication date: 12 November 2014

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

Full work available at URL: https://doi.org/10.1080/07362994.2014.928781

zbMATH Keywords

weak convergencestochastic differential equationstightnessmartingale solutionempirical measuresinteracting particles system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Martingales and classical analysis (60G46)

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Cites Work

• Propagation of chaos and the McKean-Vlasov equation in duals of nuclear spaces
• Particle representations for a class of nonlinear SPDEs
• Introduction to stochastic integration.

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