Weak convergence of McKean-Vlasov stochastic differential equations with two-time-scale Markov switching
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Publication:6668657
DOI10.3934/naco.2024004MaRDI QIDQ6668657
Publication date: 22 January 2025
Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)
Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Continuous-time Markov processes on discrete state spaces (60J27) Applications of continuous-time Markov processes on discrete state spaces (60J28)
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