Propagation of chaos and contraction of stochastic mappings

MaRDI QIDQ1920101zbMATH OpenFDO

Authors Svetlozar T. Rachev, Ludger Rüschendorf

Publication date 26 August 1996

Published in Siberian Advances in Mathematics (Search for Journal in Brave)

zbMATH Keywords

chaoscouplingstochastic differential equationsprobability metricscontraction of stochastic mappings

Mathematics Subject Classification ID

Local and nonlocal bifurcation theory for dynamical systems (37G99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic measure theory (60A10)

Recommendations

• scientific article; zbMATH DE number 4211245
• Propagation of chaos: a review of models, methods and applications. I: Models and methods
• Backward propagation of chaos
• Propagation of chaos and the McKean-Vlasov equation in duals of nuclear spaces

Cited in

(4)

• Fixed points with finite variance of a smoothing transformation.
• Contraction of stochastic differential equations
• The spread of AIDS among interactive transmission groups
• Symmetric fixed points of a smoothing transformation

This page was built for publication: Propagation of chaos and contraction of stochastic mappings

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1920101)