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 Wasserstein distance between the empirical measures of the two systems on the space of trajectories .
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}
}