McKean–Vlasov limit for interacting systems with simultaneous jumps (Q4634147)
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scientific article; zbMATH DE number 7051508
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | McKean–Vlasov limit for interacting systems with simultaneous jumps |
scientific article; zbMATH DE number 7051508 |
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McKean–Vlasov limit for interacting systems with simultaneous jumps (English)
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7 May 2019
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mean field interaction
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propagation of chaos
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simultaneous jumps
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McKean-Vlasov limit
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Itô-Skorohod stochastic differential equation
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