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

DOI10.4310/CIS.2015.V15.N4.A4MaRDI QIDQ314546zbMATHFDO

Authors Tuan Anh Hoang, George Yin

Publication date 16 September 2016

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

zbMATH Keywords

stochastic differential equationsrecurrencerandom switchingmean-field modelsmoment bound

Mathematics Subject Classification ID

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

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Cited in

(3)

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• On mean field systems with multi-classes
• Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process

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