Propagation of chaos for point processes induced by particle systems with mean-field drift interaction
DOI10.1007/S10959-024-01397-3MaRDI QIDQ6660196
Martin Larsson, Ze Yu Zhang, Nikolaos Kolliopoulos
Publication date: 10 January 2025
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
stochastic differential equationorder statisticspoint processesextreme value theoryparticle systempropagation of chaosmean-field drift
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) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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