Loading...
Send to Friend
 Bookmark
 Review List
  1. Propagation of chaos for stochastic spatially structured neuronal networks with delay driven by jump diffusions
Propagation of chaos for stochastic spatially structured neuronal networks with delay driven by jump diffusions
386 viewed

Propagation of chaos for stochastic spatially structured neuronal networks with delay driven by jump diffusions

Mehri, S

Propagation of chaos for stochastic spatially structured neuronal networks with delay driven by jump diffusions

Mehri, S ; Sharif University of Technology | 2020

386 Viewed
  1. Type of Document: Article
  2. DOI: 10.1214/19-AAP1499
  3. Publisher: Institute of Mathematical Statistics , 2020
  4. Abstract:
  5. Spatially structured neural networks driven by jump diffusion noise with monotone coefficients, fully path dependent delay and with a disorder parameter are considered. Well-posedness for the associated McKean-Vlasov equation and a corresponding propagation of chaos result in the infinite population limit are proven. Our existence result for the McKean-Vlasov equation is based on the Euler approximation that is applied to this type of equation for the first time. © 2020 Institute of Mathematical Statistics
  6. Keywords:
  7. Fully path dependent delay ; McKean-Vlasov equations ; Mean-field limits ; Monotone coefficients ; Propagation of chaos ; Spatially structured neural networks
  8. Source: Annals of Applied Probability ; Volume 30, Issue 1 , February , 2020 , Pages 175-207
  9. URL: https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-1/Propagation-of-chaos-for-stochastic-spatially-structured-neuronal-networks-with/10.1214/19-AAP1499.short