Law of large numbers and central limit theorem for unbounded jump mean- field models
From MaRDI portal
Publication:1189707
DOI10.1016/0196-8858(91)90015-BzbMath0751.60080WikidataQ105583535 ScholiaQ105583535MaRDI QIDQ1189707
Publication date: 27 September 1992
Published in: Advances in Applied Mathematics (Search for Journal in Brave)
60F05: Central limit and other weak theorems
60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Tightness of probabilities on C([0,1;\(S_ p\)) and D([0,1];\(S_ p\))]
- A martingale approach to the law of large numbers for weakly interacting stochastic processes
- Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
- Multi-dimensional Q-processes
- Une loi des grands nombres pour des systèmes de diffusions avec interaction et à coefficients non bornés. (A law of large numbers for diffusion systems with interaction and unbounded coefficients)
- Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions
- Central limit theorem for a simple diffusion model of interacting particles
- Solutions of a class of nonlinear master equations
- A martingale approach to infinite systems of interacting processes
- Stopping times and tightness. II
- Generalized Ornstein-Uhlenbeck process having a characteristic operator with polynomial coefficients
- A criterion of convergence of measure‐valued processes: application to measure branching processes
- Central limit theorem for a system of Markovian particles with mean field interactions