On the existence of random mckean–vlasov limits for triangular arrays of exchangeable diffusions

DOI10.1080/07362998808809160zbMath0677.60107OpenAlexW1979390703MaRDI QIDQ3833403

Jean Vaillancourt

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/07362998808809160

zbMATH Keywords

weak coupling limitempirical measuresexchangeability of trajectoriesexistence of a McKean-Vlasov limitfinite system of interacting Brownian particles

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60)

Related Items

Probability measure-valued polynomial diffusions ⋮ Stochastic McKean-Vlasov equations ⋮ Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type ⋮ A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation ⋮ Multilevel mutation-selection systems and set-valued duals ⋮ Quenched mass transport of particles toward a target ⋮ Superposition and mimicking theorems for conditional McKean-Vlasov equations ⋮ Itô and Stratonovich stochastic partial differential equations: Transition from microscopic to macroscopic equations ⋮ Master equation for finite state mean field games with additive common noise ⋮ Particle approximation of the Wasserstein diffusion ⋮ Partial mean field limits in heterogeneous networks ⋮ Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion

Cites Work

• A martingale approach to the law of large numbers for weakly interacting stochastic processes
• Weak convergence of sequences of semimartingales with applications to multitype branching processes

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