McKean–Vlasov limit for interacting systems with simultaneous jumps

Stochastic Analysis and Applications

Volumn 36, Issue 6, 2018, Pages 960-995

  Andreis, Luisa ^a   Dai Pra, Paolo ^b   Fischer, Markus ^b  

^a WEIERSTRASS INSTITUTE FOR APPLIED ANALYSIS AND STOCHASTICS   (Germany)

^b UNIVERSITY OF PADOVA   (Italy)

Author keywords

It Skorohod stochastic differential equation; McKean Vlasov limit; Mean field interaction; propagation of chaos; simultaneous jumps

Indexed keywords

EID: 85057534616     PISSN: 07362994     EISSN: 15329356     Source Type: Journal    
DOI: 10.1080/07362994.2018.1486202     Document Type: Article

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