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Central limit results for jump diffusions with mean field interaction and a common factor

  • Published:2017-06-23 Issue:5 Volume:35 Page:767-802
  • ISSN:0736-2994
  • Container-title:Stochastic Analysis and Applications
  • language:en
  • Short-container-title:Stochastic Analysis and Applications

Author:

Budhiraja Amarjit1,Kira Elisabeti2,Saha Subhamay3

Affiliation:

1. Department of Statistics and Operations Research, University of North Carolina, Chapel Hill, North Carolina, USA

2. Department of Statistics, Institute of Mathematics and Statistics, University of Sao Paulo, Sao Paulo, Brazil

3. Department of Mathematics, Indian Institute of Technology Guwahati, Assam, India

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Propagation of chaos and conditional McKean-Vlasov SDEs with regime-switching;Frontiers of Mathematics in China;2021-08-28

2. Weakly interacting particle systems on inhomogeneous random graphs;Stochastic Processes and their Applications;2019-06

3. McKean–Vlasov limit for interacting systems with simultaneous jumps;Stochastic Analysis and Applications;2018-11-09
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