English

McKean-Vlasov limit for interacting systems with simultaneous jumps

Probability 2017-04-05 v1

Abstract

Motivated by several applications, including neuronal models, we consider the McKean-Vlasov limit for mean-field systems of interacting diffusions with simultaneous jumps. We prove propagation of chaos via a coupling technique that involves an intermediate process and that gives a rate of convergence for the W1W_1 Wasserstein distance between the empirical measures of the two systems on the space of trajectories D([0,T],Rd)\mathbf{D}([0,T],\mathbb{R}^d).

Keywords

Cite

@article{arxiv.1704.01052,
  title  = {McKean-Vlasov limit for interacting systems with simultaneous jumps},
  author = {Luisa Andreis and Paolo Dai Pra and Markus Fischer},
  journal= {arXiv preprint arXiv:1704.01052},
  year   = {2017}
}
R2 v1 2026-06-22T19:07:25.215Z