137
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

Convergence of Weighted Empirical Measures

&
Pages 802-819 | Received 26 Feb 2014, Accepted 23 May 2014, Published online: 02 Sep 2014

References

  • Chiang, T.S. 1994. McKean-Vlasov equations with discontinous coefficients. Soochow Journal of Mathematics 20:4507–526.
  • Chiang, T.S., Sundar, P. 1991. Propogation of chaos and the McKean-Vlasov equation in duals of nuclear spaces. J. Applied Mathematics and Optimization 24:55–83.
  • Gihman, I.I., and Skorohod, A.V. 1972. Stochastic Differential Equations. Springer-Verlag, New York.
  • Karatzas, l., and Shreve, S.E. 1991. Brownian Motion and Stochastic Calculus. Graduate Texts in Mathematics. Springer-Verlag, New York.
  • Kuo, H.H. 2006. Introduction to Stochastic Integration. Springer-Verlag, New York.
  • Kurtz, T., and Xiong, J. 1999. Particle representation for a class of nonlinear SPDEs. J. Stoch. Processes Appl. 83:103–126.
  • McKean, H.P. 1967. Propagation of chaos for a class of nonlinear parabolic equations. Lecture Series in Differential Equations, Catholic University, Washington, DC.
  • Parthasarathy, K.R. 2005. Probability measures on metric spaces. American Mathematical Society, Providence, RI.
  • Xiong, J. 1999. Nonlinear differential equations associated with a class of interacting diffusion systems. Preprint.
  • Wu, J. 2006. Limit theorem for weighted stochastic systems of interacting particles. PhD Dissertation, Louisiana State University.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.