Properties for a class of multi-type mean-field models

DOI10.4310/CIS.2015.V15.N4.A4zbMATH Open1347.60068MaRDI QIDQ314546FDOQ314546

Authors: Tuan Anh Hoang, George Yin 

Publication date: 16 September 2016

Published in: Communications in Information and Systems (Search for Journal in Brave)

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zbMATH Keywords

stochastic differential equationsrecurrencerandom switchingmean-field modelsmoment bound

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (3)

• Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process
• Mean-field models involving continuous-state-dependent random switching: nonnegativity constraints, moment bounds, and two-time-scale limits
• On mean field systems with multi-classes

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