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• W2898070141 abstract "We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain interaction and (ii) a mean-field interaction. It can be approximated by a limit of finite particle systems, as the number of particles goes to infinity. Due to the local chain interaction, propagation of chaos does not necessarily hold. Furthermore, we exhibit a dichotomy of presence or absence of mean-field interaction, and we discuss the problem of detecting its presence from the observation of a single component process." @default.
• W2898070141 created "2018-10-26" @default.
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• W2898070141 date "2018-05-04" @default.
• W2898070141 modified "2023-09-27" @default.
• W2898070141 title "Directed Chain Stochastic Differential Equations." @default.
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• W2898070141 hasPublicationYear "2018" @default.
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