Law of large numbers for a general system of stochastic differential equations with global interaction

DOI10.1016/0304-4149(93)90089-MMaRDI QIDQ1802325zbMATH OpenOpenAlexFDO

Authors William Finnoff

Publication date 14 March 1994

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

Full work available at URL https://doi.org/10.1016/0304-4149(93)90089-m

zbMATH Keywords

law of large numberssemimartingalesdiscrete time approximationordinary stochastic differential equationsinteracting stochastic processesweak convergence of the empirical measures

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

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• 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)
• A limit theorem for certain disordered random systems
• Partial mean field limits in heterogeneous networks
• Limit theorems for individual-based models in economics and finance
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• On laws of large numbers for systems with mean-field interactions and Markovian switching
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