Asymptotic behavior of a system of interacting nuclear-space-valued stochastic differential equations driven by Poisson random measures

DOI10.1007/BF01189454zbMath0823.60047MaRDI QIDQ1334927

Jie Xiong, Gopinath Kallianpur

Publication date: 26 September 1994

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

empirical measureMcKean-Vlasov equationstochastic system with interaction

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random measures (60G57) Convergence of probability measures (60B10) Distributions on infinite-dimensional spaces (46F25)

Related Items

Particle representations for a class of nonlinear SPDEs, Large deviations for diffusion processes in duals of nuclear spaces, Consistency of Bayesian nonparametric inference for discretely observed jump diffusions

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