Mean field analysis of interacting network model with jumps

2024/02/26 by Li, Zeqian
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2402.16295

Abstract

This paper considers an n-particle jump-diffusion system with mean filed 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 provide also precise estimates of the convergence speed with respect to a Wasserstein-like metric.

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