Skip to main content

All Questions

Filter by
Sorted by
Tagged with
3 votes
1 answer
177 views

Convergence of SDEs

Suppose that $\{a_n(x)\}_{n \in \mathbb{N}}$ is a sequence of real-valued Lipschitz functions with domain $\mathbb{R}^d$, which converges $m$-a.e. to a Lipschitz function $a$. Suppose that $b$ is a ...
1 vote
0 answers
62 views

Reference request for invariance principles

In various places, an example being https://projecteuclid.org/download/pdf_1/euclid.aoap/1034625254, the authors consider a discrete-time process (real-valued, say) $(X_n)_{n \in \mathbb{N}}$, define ...
1 vote
0 answers
61 views

Convergence of empirical measure to Mc-Kean Vlasov equation for mean-field model with jumps

I am interested in the following mean-field model introduced in the reference below: There are $N$ particles. At each instant of time, a particle's state is a particular value taken from the finite ...