Convergence of weighted empirical measures

DOI10.1080/07362994.2014.928781zbMATH Open1314.60156OpenAlexW1978832706MaRDI QIDQ2929464FDOQ2929464

Authors: Julius Esunge, Jie Wu 

Publication date: 12 November 2014

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2014.928781

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zbMATH Keywords

weak convergencestochastic differential equationsmartingale solutiontightnessempirical measuresinteracting particles system

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales and classical analysis (60G46)

Cites Work

• Introduction to stochastic integration.
• Particle representations for a class of nonlinear SPDEs
• Propagation of chaos and the McKean-Vlasov equation in duals of nuclear spaces

Cited In (3)

• Graphon mean-field control for cooperative multi-agent reinforcement learning
• A law of large numbers for interacting diffusions via a mild formulation
• CENTRAL LIMIT TYPE THEOREM FOR WEIGHTED PARTICLE SYSTEMS

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