Propagation of chaos and contraction of stochastic mappings

zbMATH Open0861.60071MaRDI QIDQ1920101FDOQ1920101

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)

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Cited In (4)

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

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