Central limit results for jump diffusions with mean field interaction and a common factor
Work
Year: 2017
Type: article
Abstract: A system of N weakly interacting particles whose dynamics is given in terms of jump-diffusions with a common factor is considered. The common factor is described through another jump-diffusion and the... more
Institutions University of North Carolina at Chapel Hill, Universidade de São Paulo, Indian Institute of Technology Guwahati
Cites: 25
Cited by: 6
Related to: 10
FWCI: 0.506
Citation percentile (by year/subfield): 40.2
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green