This study considers an-particle jump-diffusion system with mean field interaction,where the coefficients are locally Lipschitz continuous.We address the convergence as n→∞of the empirical measure of the jump-diffus...This study considers an-particle jump-diffusion system with mean field interaction,where the coefficients are locally Lipschitz continuous.We address the convergence as n→∞of the empirical measure of the jump-diffusions to the solution of a deterministic McKean-Vlasov equation.The strong well-posedness of the associated McKean-Vlasov equation and a corresponding propagation of chaos result are proven.In particular,we also provide precise estimates of the convergence speed with respect to a Wasserstein-like metric.展开更多
文摘This study considers an-particle jump-diffusion system with mean field interaction,where the coefficients are locally Lipschitz continuous.We address the convergence as n→∞of the empirical measure of the jump-diffusions to the solution of a deterministic McKean-Vlasov equation.The strong well-posedness of the associated McKean-Vlasov equation and a corresponding propagation of chaos result are proven.In particular,we also provide precise estimates of the convergence speed with respect to a Wasserstein-like metric.
