Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems
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Cited in
(5)- On laws of large numbers for systems with mean-field interactions and Markovian switching
- Boundary value problems for statistics of diffusion in a randomly switching environment: PDE and SDE perspectives
- A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems
- Mean-field models involving continuous-state-dependent random switching: nonnegativity constraints, moment bounds, and two-time-scale limits
- Nonlinear limit for a system of diffusing particles which alternate between two states
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