Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type
Year of publication: |
2010
|
---|---|
Authors: | Kotelenez, Peter M. ; Kurtz, Thomas G. |
Published in: |
Probability theory and related fields. - Berlin : Springer, ISSN 0178-8051, ZDB-ID 165783-5. - Vol. 146.2010, 1/2, p. 189-222
|
Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Analysis | Mathematical analysis |
-
Strong discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe, (1999)
-
Backward stochastic differential equations and stochastic controls : a new perspective
Kohlmann, Michael, (1999)
-
Singer, Hermann, (1999)
- More ...
-
The asymptotic behavior of an urn model arising in population genetics
Donnelly, Peter, (1996)
-
Strong approximation theorems for density dependent Markov chains
Kurtz, Thomas G., (1978)
-
Convergence to Fleming-Viot processes in the weak atomic topology
Ethier, S. N., (1994)
- More ...