White-noise driven conditional McKean–Vlasov limits for systems of particles with simultaneous and r...
White-noise driven conditional McKean–Vlasov limits for systems of particles with simultaneous and random jumps
About this item
Full title
Author / Creator
Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
Journal title
Language
English
Formats
Publication information
Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
Subjects
More information
Scope and Contents
Contents
We study the convergence of
N
-particle systems described by SDEs driven by Brownian motion and Poisson random measure, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position and on the empirical measure of the system. Jumps are simultaneous, that is, at each jump...
Alternative Titles
Full title
White-noise driven conditional McKean–Vlasov limits for systems of particles with simultaneous and random jumps
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_hal_primary_oai_HAL_hal_03161351v1
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_hal_primary_oai_HAL_hal_03161351v1
Other Identifiers
ISSN
0178-8051
E-ISSN
1432-2064
DOI
10.1007/s00440-022-01139-8
