Propagation of chaos for maxima of particle systems with mean-field drift interaction
From MaRDI portal
Publication:6090875
DOI10.1007/s00440-023-01213-9arXiv2206.10018OpenAlexW4381800809MaRDI QIDQ6090875
Ze Yu Zhang, Nikolaos Kolliopoulos, Martin Larsson
Publication date: 20 November 2023
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.10018
Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation
- Large systems of diffusions interacting through their ranks
- Level-spacing distributions and the Airy kernel
- On a strong form of propagation of chaos for McKean-Vlasov equations
- SPDE limit of the global fluctuations in rank-based models
- Mean field games and systemic risk
- Capital distribution and portfolio performance in the mean-field Atlas model
- L\({}^ p\) estimates on iterated stochastic integrals
- Methode de laplace: etude variationnelle des fluctuations de diffusions de type
- On the McKean-Vlasov Limit for Interacting Diffusions
- A limit theorem at the edge of a non-Hermitian random matrix ensemble
- Large deviations from the mckean-vlasov limit for weakly interacting diffusions
- Stochastic Calculus and Applications
- Systemic Risk in Interbanking Networks
- Statistical Ensembles of Complex, Quaternion, and Real Matrices
- A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
- Well-posedness of a system of SDEs driven by jump random measures
- Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions
This page was built for publication: Propagation of chaos for maxima of particle systems with mean-field drift interaction