Central limit results for jump diffusions with mean field interaction and a common factor (Q4588295)

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scientific article; zbMATH DE number 6802179
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Central limit results for jump diffusions with mean field interaction and a common factor
scientific article; zbMATH DE number 6802179

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    Central limit results for jump diffusions with mean field interaction and a common factor (English)
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    2 November 2017
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    mean field interaction
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    common factor
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    weakly interacting jump diffusions
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    propagation of chaos
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    central limit theorems
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    fluctuation limits
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    symmetric statistics
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    multiple Wiener integrals
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    self-excited correlated defaults
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