McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets

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Publication:1185785

DOI10.1016/0304-4149(92)90138-GzbMath0749.60096OpenAlexW1991439974MaRDI QIDQ1185785

Carl Graham

Publication date: 28 June 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(92)90138-g

zbMATH Keywords

Poisson point processpropagation of chaosfixed-point methodMcKean measurenonlinear martingale problems


Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic analysis (60H99)


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