Open AccessAsymptotics of the invariant measure in mean field models with jumps
Author(s) -
Vivek S. Borkar,
Rajesh Sundaresan
Publication year - 2012
Publication title -
stochastic systems
Language(s) - English
Resource type - Journals
ISSN - 1946-5238
DOI - 10.1214/12-ssy064
Subject(s) - mathematics , invariant measure , stochastic differential equation , empirical measure , large deviations theory , markov chain , invariant (physics) , limit (mathematics) , measure (data warehouse) , statistical physics , interacting particle system , ordinary differential equation , mathematical analysis , differential equation , mathematical physics , physics , statistics , computer science , ergodic theory , database , continuous time stochastic process