Generators of measure-valued jump diffusions and convergence rate of diffusive mean-field models
From MaRDI portal
jump-diffusionsMcKean-Vlasov processmean-field limitmeasure-valued Markov processesparticle systempropagation of chaos
Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Random measures (60G57) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Jump processes on general state spaces (60J76) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
Cites work
- A new approach to quantitative propagation of chaos for drift, diffusion and jump processes
- A probabilistic approach to classical solutions of the master equation for large population equilibria
- Adaptive estimation for Hawkes processes; application to genome analysis
- An approximation of partial sums of independent RV's, and the sample DF. II
- Central limit theorem over non-linear functionals of empirical measures with applications to the mean-field fluctuation of interacting diffusions
- Conditional propagation of chaos for mean field systems of interacting neurons
- Controlled measure-valued martingales: a viscosity solution approach
- High-dimensional Hawkes processes for limit order books: modelling, empirical analysis and numerical calibration
- scientific article; zbMATH DE number 446474 (Why is no real title available?)
- scientific article; zbMATH DE number 3694306 (Why is no real title available?)
- scientific article; zbMATH DE number 2237386 (Why is no real title available?)
- Itô's formula for flows of measures on semimartingales
- Kinetic Boltzmann, Vlasov and related equations
- McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets
- Mean field games with common noise
- Mean field limits for interacting Hawkes processes in a diffusive regime
- Modelling Financial High Frequency Data Using Point Processes
- Nonlinear Markov processes and kinetic equations.
- On a toy model of interacting neurons
- On the rate of convergence in Wasserstein distance of the empirical measure
- One-dimensional empirical measures, order statistics, and Kantorovich transport distances
- Optimal Transport
- Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games
- Probability measure-valued polynomial diffusions
- Smoothing properties of McKean-Vlasov SDEs
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- Strong error bounds for the convergence to its mean field limit for systems of interacting neurons in a diffusive scaling
- Strong hypercontractivity and strong logarithmic Sobolev inequalities for log-subharmonic functions on stratified Lie groups
- Weak quantitative propagation of chaos via differential calculus on the space of measures
- White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps
This page was built for publication: Generators of measure-valued jump diffusions and convergence rate of diffusive mean-field models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6907679)
