On the existence of random mckean–vlasov limits for triangular arrays of exchangeable diffusions

DOI10.1080/07362998808809160MaRDI QIDQ3833403zbMATH OpenOpenAlexFDO

Authors Jean Vaillancourt

Publication date 1988

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

Full work available at URL https://doi.org/10.1080/07362998808809160

zbMATH Keywords

weak coupling limitempirical measuresexchangeability of trajectoriesexistence of a McKean-Vlasov limitfinite system of interacting Brownian particles

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• A martingale approach to the law of large numbers for weakly interacting stochastic processes
• Weak convergence of sequences of semimartingales with applications to multitype branching processes

Cited in

(13)

• Partial mean field limits in heterogeneous networks
• On the McKean-Vlasov Limit for Interacting Diffusions
• Itô and Stratonovich stochastic partial differential equations: Transition from microscopic to macroscopic equations
• Multilevel mutation-selection systems and set-valued duals
• Quenched mass transport of particles toward a target
• Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type
• Probability measure-valued polynomial diffusions
• Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion
• Stochastic McKean-Vlasov equations
• Master equation for finite state mean field games with additive common noise
• Particle approximation of the Wasserstein diffusion
• Superposition and mimicking theorems for conditional McKean-Vlasov equations
• A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation

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