Propagation of chaos and conditional McKean-Vlasov SDEs with regime-switching
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Publication:2689713
DOI10.1007/s11464-021-0960-3OpenAlexW3198094444MaRDI QIDQ2689713
Publication date: 14 March 2023
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-021-0960-3
rate of convergencepropagation of chaosWasserstein distanceregime-switchingconditional McKean-Vlasov SDEs
Probability measures on topological spaces (60B05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Convergence of probability measures (60B10)
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