Difference approximation for equations with interaction
Анотація
This paper investigates stochastic differential equations with interaction, introduced by Dorogovtsev the model of the evolution of large systems of interacting particles in random environments. The study emphasizes the difference approximation scheme for these equations, which involve approximating solutions in an infinite-dimensional, nonlinear space of measures. The key contributions include the formulation of approximation schemes for compactly supported initial measures, the derivation of Wasserstein distance-based estimates, and spatial discretization techniques.
Класифікація
Ідентифікатори
Рецензії (0)
Написати рецензіюРецензій ще немає. Будьте першим!
Схожі роботи
Large deviations for random evolutions with independent increments in the scheme of the Poisson approximation
Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics · Geometric Analysis and Curvature Flows
Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion
Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics
Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process
Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics
Transformations of Telegraph Processes and Their Financial Applications
Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics
Optimization of small deviation for mixed fractional Brownian motion with trend
Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics
Generalized Peano problem with Lévy noise
Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics