A Hilbertian approach for fluctuations on the McKean-Vlasov model
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Publication:1965867
DOI10.1016/S0304-4149(97)00067-7zbMath0939.60048MaRDI QIDQ1965867
Begoña Fernández Fernández, Sylvie Méléard
Publication date: 1 March 2000
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Functional limit theorems; invariance principles (60F17)
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- Weak convergence of sequences of semimartingales with applications to multitype branching processes
- On the McKean-Vlasov Limit for Interacting Diffusions
- Compactness of the Fluctuations Associated with some Generalized Nonlinear Boltzmann Equations
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